{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "PAPER_RUNNING",
  "plan_date": "20260630",
  "trade_date": "20260701",
  "trade_mode": "SIMULATION_READY",
  "allow_new_positions": true,
  "shadow_mode": false,
  "intraday_market_gate": {
    "passed": true,
    "reason": "structural_hotspot_hot_theme_entry_only",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "STRUCTURAL_HOTSPOT",
      "label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "official_buy_allowed": true,
      "reason": "structural_hotspot_confirmed_hot_theme_only",
      "pool_up_ratio": 0.4812,
      "active_up_ratio": 0.5385,
      "active_positive": 7,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "显示面板链 / MiniLED",
      "dominant_theme_share": 0.4113,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "显示面板链 / OLED",
          "count": 3,
          "top_symbols": [
            "SZSE.300566",
            "SZSE.000536",
            "SHSE.603212"
          ],
          "top_return_pct": 9.9594
        },
        {
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "count": 2,
          "top_symbols": [
            "SZSE.300331",
            "SHSE.688328"
          ],
          "top_return_pct": 5.6532
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000536",
        "SZSE.003015"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "sample_rows": [
        {
          "symbol": "SZSE.002273",
          "name": "水晶光电",
          "theme": "显示面板链 / 显示技术",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.005636978579503,
          "last": 39.03,
          "vwap": 39.03,
          "above_vwap": true,
          "amount": 313859745.0
        },
        {
          "symbol": "SZSE.300566",
          "name": "激智科技",
          "theme": "显示面板链 / OLED",
          "paper_scope": "active",
          "priority": 10,
          "ret_pct": 9.959404600811904,
          "last": 40.63,
          "vwap": 38.84690772318027,
          "above_vwap": true,
          "amount": 362002679.0
        },
        {
          "symbol": "SZSE.000823",
          "name": "超声电子",
          "theme": "AI算力链 / 光通信模块",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.992202729044839,
          "last": 27.7,
          "vwap": 26.773780311783486,
          "above_vwap": true,
          "amount": 743831842.0
        },
        {
          "symbol": "SZSE.300503",
          "name": "昊志机电",
          "theme": "机器人链 / 机器人概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.919826652221018,
          "last": 99.61,
          "vwap": 98.88570537712698,
          "above_vwap": true,
          "amount": 1466791445.0
        },
        {
          "symbol": "SZSE.300115",
          "name": "长盈精密",
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.191839656406595,
          "last": 29.67,
          "vwap": 29.795523962112426,
          "above_vwap": false,
          "amount": 485378024.0
        },
        {
          "symbol": "SZSE.003021",
          "name": "兆威机电",
          "theme": "机器人链 / 人形机器人",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.907269605037224,
          "last": 92.51,
          "vwap": 92.47299314906685,
          "above_vwap": true,
          "amount": 156575272.0
        },
        {
          "symbol": "SZSE.000536",
          "name": "华映科技",
          "theme": "显示面板链 / OLED",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 5.671641791044779,
          "last": 3.54,
          "vwap": 3.423624910906852,
          "above_vwap": true,
          "amount": 110959341.0
        },
        {
          "symbol": "SZSE.300331",
          "name": "苏大维格",
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.6532133314582955,
          "last": 75.13,
          "vwap": 73.52994843227758,
          "above_vwap": true,
          "amount": 230994333.0
        },
        {
          "symbol": "SHSE.603212",
          "name": "赛伍技术",
          "theme": "显示面板链 / OLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.228758169934644,
          "last": 12.88,
          "vwap": 12.670776712260878,
          "above_vwap": true,
          "amount": 102268373.0
        },
        {
          "symbol": "SHSE.688328",
          "name": "深科达",
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.141065830721003,
          "last": 100.62,
          "vwap": 98.85707517207264,
          "above_vwap": true,
          "amount": 284180282.0
        },
        {
          "symbol": "SZSE.300269",
          "name": "联建光电",
          "theme": "显示面板链 / MiniLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.900181488203281,
          "last": 5.78,
          "vwap": 5.751113205301715,
          "above_vwap": true,
          "amount": 207797497.0
        },
        {
          "symbol": "SZSE.002472",
          "name": "双环传动",
          "theme": "机器人链 / 减速器",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.312213924355568,
          "last": 43.3,
          "vwap": 43.055862939171476,
          "above_vwap": true,
          "amount": 656860245.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate",
    "style_gate_override": "pool_breadth_downweighted_for_structural_hotspot",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": true,
      "reason": "preopen_sector_flow_confirmed,structural_hotspot_hot_theme_entry_only",
      "source": "public_quote_auction_proxy",
      "window": "09:25-09:45",
      "pool_up_ratio": 0.4812,
      "pool_up_ratio_min": 0.6,
      "active_up_ratio": 0.5385,
      "active_up_ratio_min": 0.5,
      "active_positive": 7,
      "active_positive_min": 1,
      "active_above_vwap": 7,
      "active_total": 13,
      "sample_total": 133,
      "strong_themes": [
        {
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "passed": true,
          "sample_count": 14,
          "active_count": 2,
          "up_count": 9,
          "active_up_count": 2,
          "up_ratio": 0.6429,
          "active_up_ratio": 1.0,
          "avg_ret_pct": 1.6183,
          "amount_yi": 36.0587,
          "samples": [
            {
              "symbol": "SZSE.300115",
              "name": "长盈精密",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "ret_pct": 6.1918,
              "last": 29.67,
              "open": 27.96,
              "prev_close": 27.94,
              "amount_yi": 4.8538,
              "bid1": 29.67,
              "bid_qty1": 15,
              "ask1": 29.69,
              "ask_qty1": 7,
              "quote_ts": "2026-07-01T09:37:12"
            },
            {
              "symbol": "SZSE.300331",
              "name": "苏大维格",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "ret_pct": 5.6532,
              "last": 75.13,
              "open": 71.48,
              "prev_close": 71.11,
              "amount_yi": 2.3099,
              "bid1": 75.0,
              "bid_qty1": 29,
              "ask1": 75.13,
              "ask_qty1": 14,
              "quote_ts": "2026-07-01T09:37:12"
            },
            {
              "symbol": "SHSE.688328",
              "name": "深科达",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "ret_pct": 5.1411,
              "last": 100.62,
              "open": 99.74,
              "prev_close": 95.7,
              "amount_yi": 2.8418,
              "bid1": 100.19,
              "bid_qty1": 8,
              "ask1": 100.62,
              "ask_qty1": 1,
              "quote_ts": "2026-07-01T09:37:16"
            },
            {
              "symbol": "SHSE.688150",
              "name": "莱特光电",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "active",
              "ret_pct": 3.891,
              "last": 71.29,
              "open": 71.01,
              "prev_close": 68.62,
              "amount_yi": 2.0204,
              "bid1": 71.29,
              "bid_qty1": 8,
              "ask1": 71.43,
              "ask_qty1": 5,
              "quote_ts": "2026-07-01T09:37:14"
            },
            {
              "symbol": "SHSE.605588",
              "name": "冠石科技",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.7989,
              "last": 69.05,
              "open": 67.18,
              "prev_close": 67.17,
              "amount_yi": 0.4877,
              "bid1": 69.05,
              "bid_qty1": 8,
              "ask1": 69.06,
              "ask_qty1": 1,
              "quote_ts": "2026-07-01T09:37:14"
            },
            {
              "symbol": "SZSE.002600",
              "name": "领益智造",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.4798,
              "last": 17.77,
              "open": 17.34,
              "prev_close": 17.34,
              "amount_yi": 11.7412,
              "bid1": 17.77,
              "bid_qty1": 16,
              "ask1": 17.79,
              "ask_qty1": 395,
              "quote_ts": "2026-07-01T09:37:15"
            }
          ]
        },
        {
          "theme": "机器人链 / 机器人概念",
          "passed": true,
          "sample_count": 18,
          "active_count": 2,
          "up_count": 12,
          "active_up_count": 1,
          "up_ratio": 0.6667,
          "active_up_ratio": 0.5,
          "avg_ret_pct": 0.9015,
          "amount_yi": 35.3205,
          "samples": [
            {
              "symbol": "SZSE.300503",
              "name": "昊志机电",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 7.9198,
              "last": 99.61,
              "open": 97.37,
              "prev_close": 92.3,
              "amount_yi": 14.6679,
              "bid1": 99.6,
              "bid_qty1": 4,
              "ask1": 99.61,
              "ask_qty1": 16,
              "quote_ts": "2026-07-01T09:37:12"
            },
            {
              "symbol": "SZSE.002403",
              "name": "爱仕达",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 4.0359,
              "last": 9.28,
              "open": 8.91,
              "prev_close": 8.92,
              "amount_yi": 0.1471,
              "bid1": 9.26,
              "bid_qty1": 2,
              "ask1": 9.28,
              "ask_qty1": 234,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SZSE.002526",
              "name": "山东矿机",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.7344,
              "last": 2.63,
              "open": 2.57,
              "prev_close": 2.56,
              "amount_yi": 0.1618,
              "bid1": 2.62,
              "bid_qty1": 2379,
              "ask1": 2.63,
              "ask_qty1": 564,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SHSE.603728",
              "name": "鸣志电器",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.5115,
              "last": 62.45,
              "open": 60.88,
              "prev_close": 60.92,
              "amount_yi": 2.0294,
              "bid1": 62.45,
              "bid_qty1": 51,
              "ask1": 62.47,
              "ask_qty1": 75,
              "quote_ts": "2026-07-01T09:37:16"
            },
            {
              "symbol": "SZSE.002527",
              "name": "新时达",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.1044,
              "last": 13.1,
              "open": 12.75,
              "prev_close": 12.83,
              "amount_yi": 0.5174,
              "bid1": 13.11,
              "bid_qty1": 44,
              "ask1": 13.14,
              "ask_qty1": 14,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SZSE.000837",
              "name": "秦川机床",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.8902,
              "last": 11.32,
              "open": 11.18,
              "prev_close": 11.11,
              "amount_yi": 0.7105,
              "bid1": 11.3,
              "bid_qty1": 724,
              "ask1": 11.32,
              "ask_qty1": 61,
              "quote_ts": "2026-07-01T09:37:15"
            }
          ]
        },
        {
          "theme": "机器人链 / 人形机器人",
          "passed": true,
          "sample_count": 16,
          "active_count": 1,
          "up_count": 13,
          "active_up_count": 1,
          "up_ratio": 0.8125,
          "active_up_ratio": 1.0,
          "avg_ret_pct": 1.5757,
          "amount_yi": 18.9665,
          "samples": [
            {
              "symbol": "SZSE.003021",
              "name": "兆威机电",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "ret_pct": 5.9073,
              "last": 92.51,
              "open": 88.5,
              "prev_close": 87.35,
              "amount_yi": 1.5658,
              "bid1": 92.22,
              "bid_qty1": 2,
              "ask1": 92.52,
              "ask_qty1": 11,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SHSE.688165",
              "name": "埃夫特-U",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "active",
              "ret_pct": 4.1667,
              "last": 21.25,
              "open": 20.18,
              "prev_close": 20.4,
              "amount_yi": 1.3147,
              "bid1": 21.25,
              "bid_qty1": 9,
              "ask1": 21.26,
              "ask_qty1": 250,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SHSE.603662",
              "name": "柯力传感",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "ret_pct": 3.2036,
              "last": 73.45,
              "open": 72.5,
              "prev_close": 71.17,
              "amount_yi": 3.2076,
              "bid1": 73.41,
              "bid_qty1": 5,
              "ask1": 73.45,
              "ask_qty1": 26,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SHSE.688160",
              "name": "步科股份",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.7949,
              "last": 111.81,
              "open": 108.7,
              "prev_close": 108.77,
              "amount_yi": 0.8407,
              "bid1": 111.66,
              "bid_qty1": 4,
              "ask1": 111.81,
              "ask_qty1": 2,
              "quote_ts": "2026-07-01T09:37:16"
            },
            {
              "symbol": "SZSE.301023",
              "name": "奕帆传动",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.1797,
              "last": 34.69,
              "open": 33.7,
              "prev_close": 33.95,
              "amount_yi": 0.2556,
              "bid1": 34.46,
              "bid_qty1": 5,
              "ask1": 34.69,
              "ask_qty1": 64,
              "quote_ts": "2026-07-01T09:37:12"
            },
            {
              "symbol": "SZSE.300660",
              "name": "江苏雷利",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.1177,
              "last": 28.45,
              "open": 27.97,
              "prev_close": 27.86,
              "amount_yi": 0.8346,
              "bid1": 28.45,
              "bid_qty1": 224,
              "ask1": 28.46,
              "ask_qty1": 69,
              "quote_ts": "2026-07-01T09:37:12"
            }
          ]
        }
      ],
      "theme_scores": [
        {
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "passed": true,
          "sample_count": 14,
          "active_count": 2,
          "up_count": 9,
          "active_up_count": 2,
          "up_ratio": 0.6429,
          "active_up_ratio": 1.0,
          "avg_ret_pct": 1.6183,
          "amount_yi": 36.0587,
          "samples": [
            {
              "symbol": "SZSE.300115",
              "name": "长盈精密",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "ret_pct": 6.1918,
              "last": 29.67,
              "open": 27.96,
              "prev_close": 27.94,
              "amount_yi": 4.8538,
              "bid1": 29.67,
              "bid_qty1": 15,
              "ask1": 29.69,
              "ask_qty1": 7,
              "quote_ts": "2026-07-01T09:37:12"
            },
            {
              "symbol": "SZSE.300331",
              "name": "苏大维格",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "ret_pct": 5.6532,
              "last": 75.13,
              "open": 71.48,
              "prev_close": 71.11,
              "amount_yi": 2.3099,
              "bid1": 75.0,
              "bid_qty1": 29,
              "ask1": 75.13,
              "ask_qty1": 14,
              "quote_ts": "2026-07-01T09:37:12"
            },
            {
              "symbol": "SHSE.688328",
              "name": "深科达",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "ret_pct": 5.1411,
              "last": 100.62,
              "open": 99.74,
              "prev_close": 95.7,
              "amount_yi": 2.8418,
              "bid1": 100.19,
              "bid_qty1": 8,
              "ask1": 100.62,
              "ask_qty1": 1,
              "quote_ts": "2026-07-01T09:37:16"
            },
            {
              "symbol": "SHSE.688150",
              "name": "莱特光电",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "active",
              "ret_pct": 3.891,
              "last": 71.29,
              "open": 71.01,
              "prev_close": 68.62,
              "amount_yi": 2.0204,
              "bid1": 71.29,
              "bid_qty1": 8,
              "ask1": 71.43,
              "ask_qty1": 5,
              "quote_ts": "2026-07-01T09:37:14"
            },
            {
              "symbol": "SHSE.605588",
              "name": "冠石科技",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.7989,
              "last": 69.05,
              "open": 67.18,
              "prev_close": 67.17,
              "amount_yi": 0.4877,
              "bid1": 69.05,
              "bid_qty1": 8,
              "ask1": 69.06,
              "ask_qty1": 1,
              "quote_ts": "2026-07-01T09:37:14"
            },
            {
              "symbol": "SZSE.002600",
              "name": "领益智造",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.4798,
              "last": 17.77,
              "open": 17.34,
              "prev_close": 17.34,
              "amount_yi": 11.7412,
              "bid1": 17.77,
              "bid_qty1": 16,
              "ask1": 17.79,
              "ask_qty1": 395,
              "quote_ts": "2026-07-01T09:37:15"
            }
          ]
        },
        {
          "theme": "机器人链 / 机器人概念",
          "passed": true,
          "sample_count": 18,
          "active_count": 2,
          "up_count": 12,
          "active_up_count": 1,
          "up_ratio": 0.6667,
          "active_up_ratio": 0.5,
          "avg_ret_pct": 0.9015,
          "amount_yi": 35.3205,
          "samples": [
            {
              "symbol": "SZSE.300503",
              "name": "昊志机电",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 7.9198,
              "last": 99.61,
              "open": 97.37,
              "prev_close": 92.3,
              "amount_yi": 14.6679,
              "bid1": 99.6,
              "bid_qty1": 4,
              "ask1": 99.61,
              "ask_qty1": 16,
              "quote_ts": "2026-07-01T09:37:12"
            },
            {
              "symbol": "SZSE.002403",
              "name": "爱仕达",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 4.0359,
              "last": 9.28,
              "open": 8.91,
              "prev_close": 8.92,
              "amount_yi": 0.1471,
              "bid1": 9.26,
              "bid_qty1": 2,
              "ask1": 9.28,
              "ask_qty1": 234,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SZSE.002526",
              "name": "山东矿机",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.7344,
              "last": 2.63,
              "open": 2.57,
              "prev_close": 2.56,
              "amount_yi": 0.1618,
              "bid1": 2.62,
              "bid_qty1": 2379,
              "ask1": 2.63,
              "ask_qty1": 564,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SHSE.603728",
              "name": "鸣志电器",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.5115,
              "last": 62.45,
              "open": 60.88,
              "prev_close": 60.92,
              "amount_yi": 2.0294,
              "bid1": 62.45,
              "bid_qty1": 51,
              "ask1": 62.47,
              "ask_qty1": 75,
              "quote_ts": "2026-07-01T09:37:16"
            },
            {
              "symbol": "SZSE.002527",
              "name": "新时达",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.1044,
              "last": 13.1,
              "open": 12.75,
              "prev_close": 12.83,
              "amount_yi": 0.5174,
              "bid1": 13.11,
              "bid_qty1": 44,
              "ask1": 13.14,
              "ask_qty1": 14,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SZSE.000837",
              "name": "秦川机床",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.8902,
              "last": 11.32,
              "open": 11.18,
              "prev_close": 11.11,
              "amount_yi": 0.7105,
              "bid1": 11.3,
              "bid_qty1": 724,
              "ask1": 11.32,
              "ask_qty1": 61,
              "quote_ts": "2026-07-01T09:37:15"
            }
          ]
        },
        {
          "theme": "机器人链 / 人形机器人",
          "passed": true,
          "sample_count": 16,
          "active_count": 1,
          "up_count": 13,
          "active_up_count": 1,
          "up_ratio": 0.8125,
          "active_up_ratio": 1.0,
          "avg_ret_pct": 1.5757,
          "amount_yi": 18.9665,
          "samples": [
            {
              "symbol": "SZSE.003021",
              "name": "兆威机电",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "ret_pct": 5.9073,
              "last": 92.51,
              "open": 88.5,
              "prev_close": 87.35,
              "amount_yi": 1.5658,
              "bid1": 92.22,
              "bid_qty1": 2,
              "ask1": 92.52,
              "ask_qty1": 11,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SHSE.688165",
              "name": "埃夫特-U",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "active",
              "ret_pct": 4.1667,
              "last": 21.25,
              "open": 20.18,
              "prev_close": 20.4,
              "amount_yi": 1.3147,
              "bid1": 21.25,
              "bid_qty1": 9,
              "ask1": 21.26,
              "ask_qty1": 250,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SHSE.603662",
              "name": "柯力传感",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "ret_pct": 3.2036,
              "last": 73.45,
              "open": 72.5,
              "prev_close": 71.17,
              "amount_yi": 3.2076,
              "bid1": 73.41,
              "bid_qty1": 5,
              "ask1": 73.45,
              "ask_qty1": 26,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SHSE.688160",
              "name": "步科股份",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.7949,
              "last": 111.81,
              "open": 108.7,
              "prev_close": 108.77,
              "amount_yi": 0.8407,
              "bid1": 111.66,
              "bid_qty1": 4,
              "ask1": 111.81,
              "ask_qty1": 2,
              "quote_ts": "2026-07-01T09:37:16"
            },
            {
              "symbol": "SZSE.301023",
              "name": "奕帆传动",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.1797,
              "last": 34.69,
              "open": 33.7,
              "prev_close": 33.95,
              "amount_yi": 0.2556,
              "bid1": 34.46,
              "bid_qty1": 5,
              "ask1": 34.69,
              "ask_qty1": 64,
              "quote_ts": "2026-07-01T09:37:12"
            },
            {
              "symbol": "SZSE.300660",
              "name": "江苏雷利",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.1177,
              "last": 28.45,
              "open": 27.97,
              "prev_close": 27.86,
              "amount_yi": 0.8346,
              "bid1": 28.45,
              "bid_qty1": 224,
              "ask1": 28.46,
              "ask_qty1": 69,
              "quote_ts": "2026-07-01T09:37:12"
            }
          ]
        },
        {
          "theme": "显示面板链 / MiniLED",
          "passed": false,
          "sample_count": 28,
          "active_count": 2,
          "up_count": 4,
          "active_up_count": 0,
          "up_ratio": 0.1429,
          "active_up_ratio": 0.0,
          "avg_ret_pct": -1.523,
          "amount_yi": 160.1127,
          "samples": [
            {
              "symbol": "SZSE.300269",
              "name": "联建光电",
              "theme": "显示面板链 / MiniLED",
              "paper_scope": "conditional_watch",
              "ret_pct": 4.9002,
              "last": 5.78,
              "open": 5.88,
              "prev_close": 5.51,
              "amount_yi": 2.078,
              "bid1": 5.77,
              "bid_qty1": 2325,
              "ask1": 5.78,
              "ask_qty1": 904,
              "quote_ts": "2026-07-01T09:37:12"
            },
            {
              "symbol": "SZSE.000100",
              "name": "TCL科技",
              "theme": "显示面板链 / MiniLED",
              "paper_scope": "conditional_watch",
              "ret_pct": 3.6082,
              "last": 6.03,
              "open": 5.98,
              "prev_close": 5.82,
              "amount_yi": 38.0099,
              "bid1": 6.01,
              "bid_qty1": 550,
              "ask1": 6.03,
              "ask_qty1": 5858,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SZSE.002429",
              "name": "兆驰股份",
              "theme": "显示面板链 / MiniLED",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.7324,
              "last": 10.57,
              "open": 10.39,
              "prev_close": 10.39,
              "amount_yi": 1.2422,
              "bid1": 10.55,
              "bid_qty1": 9,
              "ask1": 10.57,
              "ask_qty1": 24,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SHSE.605218",
              "name": "伟时电子",
              "theme": "显示面板链 / MiniLED",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.6334,
              "last": 16.8,
              "open": 16.44,
              "prev_close": 16.53,
              "amount_yi": 0.0881,
              "bid1": 16.76,
              "bid_qty1": 1,
              "ask1": 16.8,
              "ask_qty1": 40,
              "quote_ts": "2026-07-01T09:37:16"
            },
            {
              "symbol": "SZSE.002845",
              "name": "同兴达",
              "theme": "显示面板链 / MiniLED",
              "paper_scope": "active",
              "ret_pct": 0.0,
              "last": 16.4,
              "open": 16.26,
              "prev_close": 16.4,
              "amount_yi": 0.966,
              "bid1": 16.4,
              "bid_qty1": 54,
              "ask1": 16.41,
              "ask_qty1": 11,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SZSE.300939",
              "name": "秋田微",
              "theme": "显示面板链 / MiniLED",
              "paper_scope": "conditional_watch",
              "ret_pct": 0.0,
              "last": 69.2,
              "open": 68.65,
              "prev_close": 69.2,
              "amount_yi": 0.3699,
              "bid1": 68.97,
              "bid_qty1": 1,
              "ask1": 69.16,
              "ask_qty1": 4,
              "quote_ts": "2026-07-01T09:37:12"
            }
          ]
        },
        {
          "theme": "AI算力链 / 光通信模块",
          "passed": false,
          "sample_count": 10,
          "active_count": 1,
          "up_count": 2,
          "active_up_count": 0,
          "up_ratio": 0.2,
          "active_up_ratio": 0.0,
          "avg_ret_pct": -0.4122,
          "amount_yi": 65.8987,
          "samples": [
            {
              "symbol": "SZSE.000823",
              "name": "超声电子",
              "theme": "AI算力链 / 光通信模块",
              "paper_scope": "conditional_watch",
              "ret_pct": 7.9922,
              "last": 27.7,
              "open": 25.65,
              "prev_close": 25.65,
              "amount_yi": 7.4383,
              "bid1": 27.63,
              "bid_qty1": 78,
              "ask1": 27.7,
              "ask_qty1": 2,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SZSE.002281",
              "name": "光迅科技",
              "theme": "AI算力链 / 光通信模块",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.6658,
              "last": 261.22,
              "open": 258.0,
              "prev_close": 256.94,
              "amount_yi": 15.3076,
              "bid1": 261.22,
              "bid_qty1": 2,
              "ask1": 261.32,
              "ask_qty1": 5,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SZSE.300252",
              "name": "金信诺",
              "theme": "AI算力链 / 光通信模块",
              "paper_scope": "conditional_watch",
              "ret_pct": -0.058,
              "last": 17.24,
              "open": 17.2,
              "prev_close": 17.25,
              "amount_yi": 0.9895,
              "bid1": 17.2,
              "bid_qty1": 272,
              "ask1": 17.22,
              "ask_qty1": 3,
              "quote_ts": "2026-07-01T09:37:12"
            },
            {
              "symbol": "SHSE.688609",
              "name": "九联科技",
              "theme": "AI算力链 / 光通信模块",
              "paper_scope": "conditional_watch",
              "ret_pct": -0.2725,
              "last": 10.98,
              "open": 10.97,
              "prev_close": 11.01,
              "amount_yi": 0.1954,
              "bid1": 10.97,
              "bid_qty1": 93,
              "ask1": 10.98,
              "ask_qty1": 55,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SZSE.301183",
              "name": "东田微",
              "theme": "AI算力链 / 光通信模块",
              "paper_scope": "active",
              "ret_pct": -0.8306,
              "last": 262.67,
              "open": 262.0,
              "prev_close": 264.87,
              "amount_yi": 1.7515,
              "bid1": 262.5,
              "bid_qty1": 36,
              "ask1": 262.56,
              "ask_qty1": 1,
              "quote_ts": "2026-07-01T09:37:12"
            },
            {
              "symbol": "SHSE.688195",
              "name": "腾景科技",
              "theme": "AI算力链 / 光通信模块",
              "paper_scope": "conditional_watch",
              "ret_pct": -1.672,
              "last": 189.36,
              "open": 191.13,
              "prev_close": 192.58,
              "amount_yi": 1.3723,
              "bid1": 189.36,
              "bid_qty1": 7,
              "ask1": 189.88,
              "ask_qty1": 24,
              "quote_ts": "2026-07-01T09:37:14"
            }
          ]
        },
        {
          "theme": "显示面板链 / OLED",
          "passed": false,
          "sample_count": 18,
          "active_count": 2,
          "up_count": 10,
          "active_up_count": 2,
          "up_ratio": 0.5556,
          "active_up_ratio": 1.0,
          "avg_ret_pct": 1.1641,
          "amount_yi": 46.5422,
          "samples": [
            {
              "symbol": "SZSE.300566",
              "name": "激智科技",
              "theme": "显示面板链 / OLED",
              "paper_scope": "active",
              "ret_pct": 9.9594,
              "last": 40.63,
              "open": 36.59,
              "prev_close": 36.95,
              "amount_yi": 3.62,
              "bid1": 40.63,
              "bid_qty1": 20,
              "ask1": 40.76,
              "ask_qty1": 3,
              "quote_ts": "2026-07-01T09:37:12"
            },
            {
              "symbol": "SZSE.000536",
              "name": "华映科技",
              "theme": "显示面板链 / OLED",
              "paper_scope": "active",
              "ret_pct": 5.6716,
              "last": 3.54,
              "open": 3.3,
              "prev_close": 3.35,
              "amount_yi": 1.1096,
              "bid1": 3.54,
              "bid_qty1": 195,
              "ask1": 3.55,
              "ask_qty1": 786,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SHSE.603212",
              "name": "赛伍技术",
              "theme": "显示面板链 / OLED",
              "paper_scope": "conditional_watch",
              "ret_pct": 5.2288,
              "last": 12.88,
              "open": 12.51,
              "prev_close": 12.24,
              "amount_yi": 1.0227,
              "bid1": 12.88,
              "bid_qty1": 42,
              "ask1": 12.89,
              "ask_qty1": 128,
              "quote_ts": "2026-07-01T09:37:14"
            },
            {
              "symbol": "SZSE.002643",
              "name": "万润股份",
              "theme": "显示面板链 / OLED",
              "paper_scope": "conditional_watch",
              "ret_pct": 3.7232,
              "last": 21.73,
              "open": 21.0,
              "prev_close": 20.95,
              "amount_yi": 2.0892,
              "bid1": 21.74,
              "bid_qty1": 2,
              "ask1": 21.75,
              "ask_qty1": 1,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SZSE.300054",
              "name": "鼎龙股份",
              "theme": "显示面板链 / OLED",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.6234,
              "last": 108.75,
              "open": 105.0,
              "prev_close": 105.97,
              "amount_yi": 9.0218,
              "bid1": 108.75,
              "bid_qty1": 7,
              "ask1": 108.76,
              "ask_qty1": 14,
              "quote_ts": "2026-07-01T09:37:12"
            },
            {
              "symbol": "SZSE.000990",
              "name": "诚志股份",
              "theme": "显示面板链 / OLED",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.445,
              "last": 8.38,
              "open": 8.2,
              "prev_close": 8.18,
              "amount_yi": 0.435,
              "bid1": 8.37,
              "bid_qty1": 38,
              "ask1": 8.38,
              "ask_qty1": 26,
              "quote_ts": "2026-07-01T09:37:15"
            }
          ]
        },
        {
          "theme": "机器人链 / 减速器",
          "passed": false,
          "sample_count": 21,
          "active_count": 1,
          "up_count": 11,
          "active_up_count": 0,
          "up_ratio": 0.5238,
          "active_up_ratio": 0.0,
          "avg_ret_pct": 0.2406,
          "amount_yi": 16.4716,
          "samples": [
            {
              "symbol": "SZSE.002472",
              "name": "双环传动",
              "theme": "机器人链 / 减速器",
              "paper_scope": "conditional_watch",
              "ret_pct": 4.3122,
              "last": 43.3,
              "open": 42.21,
              "prev_close": 41.51,
              "amount_yi": 6.5686,
              "bid1": 43.26,
              "bid_qty1": 26,
              "ask1": 43.3,
              "ask_qty1": 30,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SHSE.605208",
              "name": "永茂泰",
              "theme": "机器人链 / 减速器",
              "paper_scope": "conditional_watch",
              "ret_pct": 4.2633,
              "last": 16.63,
              "open": 16.61,
              "prev_close": 15.95,
              "amount_yi": 0.6123,
              "bid1": 16.62,
              "bid_qty1": 3,
              "ask1": 16.63,
              "ask_qty1": 25,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SHSE.605389",
              "name": "长龄液压",
              "theme": "机器人链 / 减速器",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.7396,
              "last": 97.67,
              "open": 96.55,
              "prev_close": 96.0,
              "amount_yi": 0.1663,
              "bid1": 97.54,
              "bid_qty1": 1,
              "ask1": 97.87,
              "ask_qty1": 2,
              "quote_ts": "2026-07-01T09:37:17"
            },
            {
              "symbol": "SZSE.002903",
              "name": "宇环数控",
              "theme": "机器人链 / 减速器",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.2109,
              "last": 45.97,
              "open": 46.33,
              "prev_close": 45.42,
              "amount_yi": 1.0945,
              "bid1": 45.96,
              "bid_qty1": 1,
              "ask1": 45.97,
              "ask_qty1": 4,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SHSE.603915",
              "name": "国茂股份",
              "theme": "机器人链 / 减速器",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.1276,
              "last": 14.35,
              "open": 14.27,
              "prev_close": 14.19,
              "amount_yi": 0.1538,
              "bid1": 14.33,
              "bid_qty1": 18,
              "ask1": 14.34,
              "ask_qty1": 1,
              "quote_ts": "2026-07-01T09:37:14"
            },
            {
              "symbol": "SZSE.301596",
              "name": "瑞迪智驱",
              "theme": "机器人链 / 减速器",
              "paper_scope": "conditional_watch",
              "ret_pct": 0.7937,
              "last": 50.8,
              "open": 50.08,
              "prev_close": 50.4,
              "amount_yi": 0.1361,
              "bid1": 50.82,
              "bid_qty1": 1,
              "ask1": 50.93,
              "ask_qty1": 5,
              "quote_ts": "2026-07-01T09:37:12"
            }
          ]
        },
        {
          "theme": "显示面板链 / 显示技术",
          "passed": false,
          "sample_count": 6,
          "active_count": 1,
          "up_count": 2,
          "active_up_count": 0,
          "up_ratio": 0.3333,
          "active_up_ratio": 0.0,
          "avg_ret_pct": 1.2139,
          "amount_yi": 5.1009,
          "samples": [
            {
              "symbol": "SZSE.002273",
              "name": "水晶光电",
              "theme": "显示面板链 / 显示技术",
              "paper_scope": "conditional_watch",
              "ret_pct": 10.0056,
              "last": 39.03,
              "open": 39.03,
              "prev_close": 35.48,
              "amount_yi": 3.1386,
              "bid1": 39.03,
              "bid_qty1": 274884,
              "ask1": 0.0,
              "ask_qty1": 0,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SZSE.002841",
              "name": "视源股份",
              "theme": "显示面板链 / 显示技术",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.3747,
              "last": 35.35,
              "open": 34.58,
              "prev_close": 34.53,
              "amount_yi": 0.4065,
              "bid1": 35.35,
              "bid_qty1": 162,
              "ask1": 35.38,
              "ask_qty1": 3,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SHSE.688496",
              "name": "*ST清越",
              "theme": "显示面板链 / 显示技术",
              "paper_scope": "conditional_watch",
              "ret_pct": 0.0,
              "last": 0.92,
              "open": 0.91,
              "prev_close": 0.92,
              "amount_yi": 0.0075,
              "bid1": 0.92,
              "bid_qty1": 70,
              "ask1": 0.93,
              "ask_qty1": 427,
              "quote_ts": "2026-07-01T09:37:15"
            },
            {
              "symbol": "SHSE.603297",
              "name": "永新光学",
              "theme": "显示面板链 / 显示技术",
              "paper_scope": "conditional_watch",
              "ret_pct": -1.1841,
              "last": 145.21,
              "open": 146.97,
              "prev_close": 146.95,
              "amount_yi": 0.4599,
              "bid1": 145.01,
              "bid_qty1": 2,
              "ask1": 145.21,
              "ask_qty1": 1,
              "quote_ts": "2026-07-01T09:37:16"
            },
            {
              "symbol": "SHSE.688039",
              "name": "当虹科技",
              "theme": "显示面板链 / 显示技术",
              "paper_scope": "conditional_watch",
              "ret_pct": -1.7149,
              "last": 36.68,
              "open": 37.8,
              "prev_close": 37.32,
              "amount_yi": 0.0887,
              "bid1": 36.61,
              "bid_qty1": 2,
              "ask1": 36.68,
              "ask_qty1": 239,
              "quote_ts": "2026-07-01T09:37:16"
            },
            {
              "symbol": "SZSE.000727",
              "name": "冠捷科技",
              "theme": "显示面板链 / 显示技术",
              "paper_scope": "active",
              "ret_pct": -2.1978,
              "last": 2.67,
              "open": 2.71,
              "prev_close": 2.73,
              "amount_yi": 0.9997,
              "bid1": 2.66,
              "bid_qty1": 15234,
              "ask1": 2.67,
              "ask_qty1": 1379,
              "quote_ts": "2026-07-01T09:37:15"
            }
          ]
        },
        {
          "theme": "LED概念",
          "passed": false,
          "sample_count": 1,
          "active_count": 0,
          "up_count": 0,
          "active_up_count": 0,
          "up_ratio": 0.0,
          "active_up_ratio": 0.0,
          "avg_ret_pct": -2.6441,
          "amount_yi": 3.3427,
          "samples": [
            {
              "symbol": "SZSE.002222",
              "name": "福晶科技",
              "theme": "LED概念",
              "paper_scope": "conditional_watch",
              "ret_pct": -2.6441,
              "last": 89.84,
              "open": 92.0,
              "prev_close": 92.28,
              "amount_yi": 3.3427,
              "bid1": 89.73,
              "bid_qty1": 3,
              "ask1": 89.85,
              "ask_qty1": 56,
              "quote_ts": "2026-07-01T09:37:15"
            }
          ]
        },
        {
          "theme": "AI算力链 / 算力概念",
          "passed": false,
          "sample_count": 1,
          "active_count": 1,
          "up_count": 1,
          "active_up_count": 1,
          "up_ratio": 1.0,
          "active_up_ratio": 1.0,
          "avg_ret_pct": 0.4897,
          "amount_yi": 1.4922,
          "samples": [
            {
              "symbol": "SHSE.688158",
              "name": "优刻得-W",
              "theme": "AI算力链 / 算力概念",
              "paper_scope": "active",
              "ret_pct": 0.4897,
              "last": 36.94,
              "open": 36.95,
              "prev_close": 36.76,
              "amount_yi": 1.4922,
              "bid1": 36.9,
              "bid_qty1": 41,
              "ask1": 36.94,
              "ask_qty1": 1,
              "quote_ts": "2026-07-01T09:37:16"
            }
          ]
        }
      ],
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "STRUCTURAL_HOTSPOT",
        "label": "结构性热点确认：热点内 Strict Gate",
        "entry_policy": "hot_theme_strict_gate",
        "official_buy_allowed": true,
        "reason": "structural_hotspot_confirmed_hot_theme_only",
        "pool_up_ratio": 0.4812,
        "active_up_ratio": 0.5385,
        "active_positive": 7,
        "active_positive_min": 1,
        "active_above_vwap": 6,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "显示面板链 / MiniLED",
        "dominant_theme_share": 0.4113,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [],
        "structural_hot_themes": [
          {
            "theme": "显示面板链 / OLED",
            "count": 3,
            "top_symbols": [
              "SZSE.300566",
              "SZSE.000536",
              "SHSE.603212"
            ],
            "top_return_pct": 9.9594
          },
          {
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "count": 2,
            "top_symbols": [
              "SZSE.300331",
              "SHSE.688328"
            ],
            "top_return_pct": 5.6532
          }
        ],
        "structural_symbol_whitelist": [
          "SZSE.000536",
          "SZSE.003015"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": 55.0,
        "sample_rows": [
          {
            "symbol": "SZSE.002273",
            "name": "水晶光电",
            "theme": "显示面板链 / 显示技术",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 10.005636978579503,
            "last": 39.03,
            "vwap": 39.03,
            "above_vwap": true,
            "amount": 313859745.0
          },
          {
            "symbol": "SZSE.300566",
            "name": "激智科技",
            "theme": "显示面板链 / OLED",
            "paper_scope": "active",
            "priority": 10,
            "ret_pct": 9.959404600811904,
            "last": 40.63,
            "vwap": 38.84690772318027,
            "above_vwap": true,
            "amount": 362002679.0
          },
          {
            "symbol": "SZSE.000823",
            "name": "超声电子",
            "theme": "AI算力链 / 光通信模块",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 7.992202729044839,
            "last": 27.7,
            "vwap": 26.773780311783486,
            "above_vwap": true,
            "amount": 743831842.0
          },
          {
            "symbol": "SZSE.300503",
            "name": "昊志机电",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 7.919826652221018,
            "last": 99.61,
            "vwap": 98.88570537712698,
            "above_vwap": true,
            "amount": 1466791445.0
          },
          {
            "symbol": "SZSE.300115",
            "name": "长盈精密",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.191839656406595,
            "last": 29.67,
            "vwap": 29.795523962112426,
            "above_vwap": false,
            "amount": 485378024.0
          },
          {
            "symbol": "SZSE.003021",
            "name": "兆威机电",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.907269605037224,
            "last": 92.51,
            "vwap": 92.47299314906685,
            "above_vwap": true,
            "amount": 156575272.0
          },
          {
            "symbol": "SZSE.000536",
            "name": "华映科技",
            "theme": "显示面板链 / OLED",
            "paper_scope": "active",
            "priority": 1,
            "ret_pct": 5.671641791044779,
            "last": 3.54,
            "vwap": 3.423624910906852,
            "above_vwap": true,
            "amount": 110959341.0
          },
          {
            "symbol": "SZSE.300331",
            "name": "苏大维格",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.6532133314582955,
            "last": 75.13,
            "vwap": 73.52994843227758,
            "above_vwap": true,
            "amount": 230994333.0
          },
          {
            "symbol": "SHSE.603212",
            "name": "赛伍技术",
            "theme": "显示面板链 / OLED",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.228758169934644,
            "last": 12.88,
            "vwap": 12.670776712260878,
            "above_vwap": true,
            "amount": 102268373.0
          },
          {
            "symbol": "SHSE.688328",
            "name": "深科达",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.141065830721003,
            "last": 100.62,
            "vwap": 98.85707517207264,
            "above_vwap": true,
            "amount": 284180282.0
          },
          {
            "symbol": "SZSE.300269",
            "name": "联建光电",
            "theme": "显示面板链 / MiniLED",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.900181488203281,
            "last": 5.78,
            "vwap": 5.751113205301715,
            "above_vwap": true,
            "amount": 207797497.0
          },
          {
            "symbol": "SZSE.002472",
            "name": "双环传动",
            "theme": "机器人链 / 减速器",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.312213924355568,
            "last": 43.3,
            "vwap": 43.055862939171476,
            "above_vwap": true,
            "amount": 656860245.0
          }
        ]
      },
      "style_code": "STRUCTURAL_HOTSPOT",
      "style_label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "style_gate_override": "pool_breadth_downweighted_for_structural_hotspot"
    }
  },
  "intraday_market_repair_gate": {
    "passed": true,
    "reason": "structural_hotspot_hot_theme_entry_only",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "STRUCTURAL_HOTSPOT",
      "label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "official_buy_allowed": true,
      "reason": "structural_hotspot_confirmed_hot_theme_only",
      "pool_up_ratio": 0.4812,
      "active_up_ratio": 0.5385,
      "active_positive": 7,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "显示面板链 / MiniLED",
      "dominant_theme_share": 0.4113,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "显示面板链 / OLED",
          "count": 3,
          "top_symbols": [
            "SZSE.300566",
            "SZSE.000536",
            "SHSE.603212"
          ],
          "top_return_pct": 9.9594
        },
        {
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "count": 2,
          "top_symbols": [
            "SZSE.300331",
            "SHSE.688328"
          ],
          "top_return_pct": 5.6532
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000536",
        "SZSE.003015"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "sample_rows": [
        {
          "symbol": "SZSE.002273",
          "name": "水晶光电",
          "theme": "显示面板链 / 显示技术",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.005636978579503,
          "last": 39.03,
          "vwap": 39.03,
          "above_vwap": true,
          "amount": 313859745.0
        },
        {
          "symbol": "SZSE.300566",
          "name": "激智科技",
          "theme": "显示面板链 / OLED",
          "paper_scope": "active",
          "priority": 10,
          "ret_pct": 9.959404600811904,
          "last": 40.63,
          "vwap": 38.84690772318027,
          "above_vwap": true,
          "amount": 362002679.0
        },
        {
          "symbol": "SZSE.000823",
          "name": "超声电子",
          "theme": "AI算力链 / 光通信模块",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.992202729044839,
          "last": 27.7,
          "vwap": 26.773780311783486,
          "above_vwap": true,
          "amount": 743831842.0
        },
        {
          "symbol": "SZSE.300503",
          "name": "昊志机电",
          "theme": "机器人链 / 机器人概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.919826652221018,
          "last": 99.61,
          "vwap": 98.88570537712698,
          "above_vwap": true,
          "amount": 1466791445.0
        },
        {
          "symbol": "SZSE.300115",
          "name": "长盈精密",
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.191839656406595,
          "last": 29.67,
          "vwap": 29.795523962112426,
          "above_vwap": false,
          "amount": 485378024.0
        },
        {
          "symbol": "SZSE.003021",
          "name": "兆威机电",
          "theme": "机器人链 / 人形机器人",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.907269605037224,
          "last": 92.51,
          "vwap": 92.47299314906685,
          "above_vwap": true,
          "amount": 156575272.0
        },
        {
          "symbol": "SZSE.000536",
          "name": "华映科技",
          "theme": "显示面板链 / OLED",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 5.671641791044779,
          "last": 3.54,
          "vwap": 3.423624910906852,
          "above_vwap": true,
          "amount": 110959341.0
        },
        {
          "symbol": "SZSE.300331",
          "name": "苏大维格",
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.6532133314582955,
          "last": 75.13,
          "vwap": 73.52994843227758,
          "above_vwap": true,
          "amount": 230994333.0
        },
        {
          "symbol": "SHSE.603212",
          "name": "赛伍技术",
          "theme": "显示面板链 / OLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.228758169934644,
          "last": 12.88,
          "vwap": 12.670776712260878,
          "above_vwap": true,
          "amount": 102268373.0
        },
        {
          "symbol": "SHSE.688328",
          "name": "深科达",
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.141065830721003,
          "last": 100.62,
          "vwap": 98.85707517207264,
          "above_vwap": true,
          "amount": 284180282.0
        },
        {
          "symbol": "SZSE.300269",
          "name": "联建光电",
          "theme": "显示面板链 / MiniLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.900181488203281,
          "last": 5.78,
          "vwap": 5.751113205301715,
          "above_vwap": true,
          "amount": 207797497.0
        },
        {
          "symbol": "SZSE.002472",
          "name": "双环传动",
          "theme": "机器人链 / 减速器",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.312213924355568,
          "last": 43.3,
          "vwap": 43.055862939171476,
          "above_vwap": true,
          "amount": 656860245.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate",
    "style_gate_override": "pool_breadth_downweighted_for_structural_hotspot"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": true,
    "reason": "preopen_sector_flow_confirmed,structural_hotspot_hot_theme_entry_only",
    "source": "public_quote_auction_proxy",
    "window": "09:25-09:45",
    "pool_up_ratio": 0.4812,
    "pool_up_ratio_min": 0.6,
    "active_up_ratio": 0.5385,
    "active_up_ratio_min": 0.5,
    "active_positive": 7,
    "active_positive_min": 1,
    "active_above_vwap": 7,
    "active_total": 13,
    "sample_total": 133,
    "strong_themes": [
      {
        "theme": "显示面板链 / 柔性屏(折叠屏)",
        "passed": true,
        "sample_count": 14,
        "active_count": 2,
        "up_count": 9,
        "active_up_count": 2,
        "up_ratio": 0.6429,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 1.6183,
        "amount_yi": 36.0587,
        "samples": [
          {
            "symbol": "SZSE.300115",
            "name": "长盈精密",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "ret_pct": 6.1918,
            "last": 29.67,
            "open": 27.96,
            "prev_close": 27.94,
            "amount_yi": 4.8538,
            "bid1": 29.67,
            "bid_qty1": 15,
            "ask1": 29.69,
            "ask_qty1": 7,
            "quote_ts": "2026-07-01T09:37:12"
          },
          {
            "symbol": "SZSE.300331",
            "name": "苏大维格",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.6532,
            "last": 75.13,
            "open": 71.48,
            "prev_close": 71.11,
            "amount_yi": 2.3099,
            "bid1": 75.0,
            "bid_qty1": 29,
            "ask1": 75.13,
            "ask_qty1": 14,
            "quote_ts": "2026-07-01T09:37:12"
          },
          {
            "symbol": "SHSE.688328",
            "name": "深科达",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.1411,
            "last": 100.62,
            "open": 99.74,
            "prev_close": 95.7,
            "amount_yi": 2.8418,
            "bid1": 100.19,
            "bid_qty1": 8,
            "ask1": 100.62,
            "ask_qty1": 1,
            "quote_ts": "2026-07-01T09:37:16"
          },
          {
            "symbol": "SHSE.688150",
            "name": "莱特光电",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "active",
            "ret_pct": 3.891,
            "last": 71.29,
            "open": 71.01,
            "prev_close": 68.62,
            "amount_yi": 2.0204,
            "bid1": 71.29,
            "bid_qty1": 8,
            "ask1": 71.43,
            "ask_qty1": 5,
            "quote_ts": "2026-07-01T09:37:14"
          },
          {
            "symbol": "SHSE.605588",
            "name": "冠石科技",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.7989,
            "last": 69.05,
            "open": 67.18,
            "prev_close": 67.17,
            "amount_yi": 0.4877,
            "bid1": 69.05,
            "bid_qty1": 8,
            "ask1": 69.06,
            "ask_qty1": 1,
            "quote_ts": "2026-07-01T09:37:14"
          },
          {
            "symbol": "SZSE.002600",
            "name": "领益智造",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.4798,
            "last": 17.77,
            "open": 17.34,
            "prev_close": 17.34,
            "amount_yi": 11.7412,
            "bid1": 17.77,
            "bid_qty1": 16,
            "ask1": 17.79,
            "ask_qty1": 395,
            "quote_ts": "2026-07-01T09:37:15"
          }
        ]
      },
      {
        "theme": "机器人链 / 机器人概念",
        "passed": true,
        "sample_count": 18,
        "active_count": 2,
        "up_count": 12,
        "active_up_count": 1,
        "up_ratio": 0.6667,
        "active_up_ratio": 0.5,
        "avg_ret_pct": 0.9015,
        "amount_yi": 35.3205,
        "samples": [
          {
            "symbol": "SZSE.300503",
            "name": "昊志机电",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 7.9198,
            "last": 99.61,
            "open": 97.37,
            "prev_close": 92.3,
            "amount_yi": 14.6679,
            "bid1": 99.6,
            "bid_qty1": 4,
            "ask1": 99.61,
            "ask_qty1": 16,
            "quote_ts": "2026-07-01T09:37:12"
          },
          {
            "symbol": "SZSE.002403",
            "name": "爱仕达",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.0359,
            "last": 9.28,
            "open": 8.91,
            "prev_close": 8.92,
            "amount_yi": 0.1471,
            "bid1": 9.26,
            "bid_qty1": 2,
            "ask1": 9.28,
            "ask_qty1": 234,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SZSE.002526",
            "name": "山东矿机",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.7344,
            "last": 2.63,
            "open": 2.57,
            "prev_close": 2.56,
            "amount_yi": 0.1618,
            "bid1": 2.62,
            "bid_qty1": 2379,
            "ask1": 2.63,
            "ask_qty1": 564,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SHSE.603728",
            "name": "鸣志电器",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.5115,
            "last": 62.45,
            "open": 60.88,
            "prev_close": 60.92,
            "amount_yi": 2.0294,
            "bid1": 62.45,
            "bid_qty1": 51,
            "ask1": 62.47,
            "ask_qty1": 75,
            "quote_ts": "2026-07-01T09:37:16"
          },
          {
            "symbol": "SZSE.002527",
            "name": "新时达",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.1044,
            "last": 13.1,
            "open": 12.75,
            "prev_close": 12.83,
            "amount_yi": 0.5174,
            "bid1": 13.11,
            "bid_qty1": 44,
            "ask1": 13.14,
            "ask_qty1": 14,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SZSE.000837",
            "name": "秦川机床",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.8902,
            "last": 11.32,
            "open": 11.18,
            "prev_close": 11.11,
            "amount_yi": 0.7105,
            "bid1": 11.3,
            "bid_qty1": 724,
            "ask1": 11.32,
            "ask_qty1": 61,
            "quote_ts": "2026-07-01T09:37:15"
          }
        ]
      },
      {
        "theme": "机器人链 / 人形机器人",
        "passed": true,
        "sample_count": 16,
        "active_count": 1,
        "up_count": 13,
        "active_up_count": 1,
        "up_ratio": 0.8125,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 1.5757,
        "amount_yi": 18.9665,
        "samples": [
          {
            "symbol": "SZSE.003021",
            "name": "兆威机电",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.9073,
            "last": 92.51,
            "open": 88.5,
            "prev_close": 87.35,
            "amount_yi": 1.5658,
            "bid1": 92.22,
            "bid_qty1": 2,
            "ask1": 92.52,
            "ask_qty1": 11,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SHSE.688165",
            "name": "埃夫特-U",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "active",
            "ret_pct": 4.1667,
            "last": 21.25,
            "open": 20.18,
            "prev_close": 20.4,
            "amount_yi": 1.3147,
            "bid1": 21.25,
            "bid_qty1": 9,
            "ask1": 21.26,
            "ask_qty1": 250,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SHSE.603662",
            "name": "柯力传感",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.2036,
            "last": 73.45,
            "open": 72.5,
            "prev_close": 71.17,
            "amount_yi": 3.2076,
            "bid1": 73.41,
            "bid_qty1": 5,
            "ask1": 73.45,
            "ask_qty1": 26,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SHSE.688160",
            "name": "步科股份",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.7949,
            "last": 111.81,
            "open": 108.7,
            "prev_close": 108.77,
            "amount_yi": 0.8407,
            "bid1": 111.66,
            "bid_qty1": 4,
            "ask1": 111.81,
            "ask_qty1": 2,
            "quote_ts": "2026-07-01T09:37:16"
          },
          {
            "symbol": "SZSE.301023",
            "name": "奕帆传动",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.1797,
            "last": 34.69,
            "open": 33.7,
            "prev_close": 33.95,
            "amount_yi": 0.2556,
            "bid1": 34.46,
            "bid_qty1": 5,
            "ask1": 34.69,
            "ask_qty1": 64,
            "quote_ts": "2026-07-01T09:37:12"
          },
          {
            "symbol": "SZSE.300660",
            "name": "江苏雷利",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.1177,
            "last": 28.45,
            "open": 27.97,
            "prev_close": 27.86,
            "amount_yi": 0.8346,
            "bid1": 28.45,
            "bid_qty1": 224,
            "ask1": 28.46,
            "ask_qty1": 69,
            "quote_ts": "2026-07-01T09:37:12"
          }
        ]
      }
    ],
    "theme_scores": [
      {
        "theme": "显示面板链 / 柔性屏(折叠屏)",
        "passed": true,
        "sample_count": 14,
        "active_count": 2,
        "up_count": 9,
        "active_up_count": 2,
        "up_ratio": 0.6429,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 1.6183,
        "amount_yi": 36.0587,
        "samples": [
          {
            "symbol": "SZSE.300115",
            "name": "长盈精密",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "ret_pct": 6.1918,
            "last": 29.67,
            "open": 27.96,
            "prev_close": 27.94,
            "amount_yi": 4.8538,
            "bid1": 29.67,
            "bid_qty1": 15,
            "ask1": 29.69,
            "ask_qty1": 7,
            "quote_ts": "2026-07-01T09:37:12"
          },
          {
            "symbol": "SZSE.300331",
            "name": "苏大维格",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.6532,
            "last": 75.13,
            "open": 71.48,
            "prev_close": 71.11,
            "amount_yi": 2.3099,
            "bid1": 75.0,
            "bid_qty1": 29,
            "ask1": 75.13,
            "ask_qty1": 14,
            "quote_ts": "2026-07-01T09:37:12"
          },
          {
            "symbol": "SHSE.688328",
            "name": "深科达",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.1411,
            "last": 100.62,
            "open": 99.74,
            "prev_close": 95.7,
            "amount_yi": 2.8418,
            "bid1": 100.19,
            "bid_qty1": 8,
            "ask1": 100.62,
            "ask_qty1": 1,
            "quote_ts": "2026-07-01T09:37:16"
          },
          {
            "symbol": "SHSE.688150",
            "name": "莱特光电",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "active",
            "ret_pct": 3.891,
            "last": 71.29,
            "open": 71.01,
            "prev_close": 68.62,
            "amount_yi": 2.0204,
            "bid1": 71.29,
            "bid_qty1": 8,
            "ask1": 71.43,
            "ask_qty1": 5,
            "quote_ts": "2026-07-01T09:37:14"
          },
          {
            "symbol": "SHSE.605588",
            "name": "冠石科技",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.7989,
            "last": 69.05,
            "open": 67.18,
            "prev_close": 67.17,
            "amount_yi": 0.4877,
            "bid1": 69.05,
            "bid_qty1": 8,
            "ask1": 69.06,
            "ask_qty1": 1,
            "quote_ts": "2026-07-01T09:37:14"
          },
          {
            "symbol": "SZSE.002600",
            "name": "领益智造",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.4798,
            "last": 17.77,
            "open": 17.34,
            "prev_close": 17.34,
            "amount_yi": 11.7412,
            "bid1": 17.77,
            "bid_qty1": 16,
            "ask1": 17.79,
            "ask_qty1": 395,
            "quote_ts": "2026-07-01T09:37:15"
          }
        ]
      },
      {
        "theme": "机器人链 / 机器人概念",
        "passed": true,
        "sample_count": 18,
        "active_count": 2,
        "up_count": 12,
        "active_up_count": 1,
        "up_ratio": 0.6667,
        "active_up_ratio": 0.5,
        "avg_ret_pct": 0.9015,
        "amount_yi": 35.3205,
        "samples": [
          {
            "symbol": "SZSE.300503",
            "name": "昊志机电",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 7.9198,
            "last": 99.61,
            "open": 97.37,
            "prev_close": 92.3,
            "amount_yi": 14.6679,
            "bid1": 99.6,
            "bid_qty1": 4,
            "ask1": 99.61,
            "ask_qty1": 16,
            "quote_ts": "2026-07-01T09:37:12"
          },
          {
            "symbol": "SZSE.002403",
            "name": "爱仕达",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.0359,
            "last": 9.28,
            "open": 8.91,
            "prev_close": 8.92,
            "amount_yi": 0.1471,
            "bid1": 9.26,
            "bid_qty1": 2,
            "ask1": 9.28,
            "ask_qty1": 234,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SZSE.002526",
            "name": "山东矿机",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.7344,
            "last": 2.63,
            "open": 2.57,
            "prev_close": 2.56,
            "amount_yi": 0.1618,
            "bid1": 2.62,
            "bid_qty1": 2379,
            "ask1": 2.63,
            "ask_qty1": 564,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SHSE.603728",
            "name": "鸣志电器",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.5115,
            "last": 62.45,
            "open": 60.88,
            "prev_close": 60.92,
            "amount_yi": 2.0294,
            "bid1": 62.45,
            "bid_qty1": 51,
            "ask1": 62.47,
            "ask_qty1": 75,
            "quote_ts": "2026-07-01T09:37:16"
          },
          {
            "symbol": "SZSE.002527",
            "name": "新时达",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.1044,
            "last": 13.1,
            "open": 12.75,
            "prev_close": 12.83,
            "amount_yi": 0.5174,
            "bid1": 13.11,
            "bid_qty1": 44,
            "ask1": 13.14,
            "ask_qty1": 14,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SZSE.000837",
            "name": "秦川机床",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.8902,
            "last": 11.32,
            "open": 11.18,
            "prev_close": 11.11,
            "amount_yi": 0.7105,
            "bid1": 11.3,
            "bid_qty1": 724,
            "ask1": 11.32,
            "ask_qty1": 61,
            "quote_ts": "2026-07-01T09:37:15"
          }
        ]
      },
      {
        "theme": "机器人链 / 人形机器人",
        "passed": true,
        "sample_count": 16,
        "active_count": 1,
        "up_count": 13,
        "active_up_count": 1,
        "up_ratio": 0.8125,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 1.5757,
        "amount_yi": 18.9665,
        "samples": [
          {
            "symbol": "SZSE.003021",
            "name": "兆威机电",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.9073,
            "last": 92.51,
            "open": 88.5,
            "prev_close": 87.35,
            "amount_yi": 1.5658,
            "bid1": 92.22,
            "bid_qty1": 2,
            "ask1": 92.52,
            "ask_qty1": 11,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SHSE.688165",
            "name": "埃夫特-U",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "active",
            "ret_pct": 4.1667,
            "last": 21.25,
            "open": 20.18,
            "prev_close": 20.4,
            "amount_yi": 1.3147,
            "bid1": 21.25,
            "bid_qty1": 9,
            "ask1": 21.26,
            "ask_qty1": 250,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SHSE.603662",
            "name": "柯力传感",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.2036,
            "last": 73.45,
            "open": 72.5,
            "prev_close": 71.17,
            "amount_yi": 3.2076,
            "bid1": 73.41,
            "bid_qty1": 5,
            "ask1": 73.45,
            "ask_qty1": 26,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SHSE.688160",
            "name": "步科股份",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.7949,
            "last": 111.81,
            "open": 108.7,
            "prev_close": 108.77,
            "amount_yi": 0.8407,
            "bid1": 111.66,
            "bid_qty1": 4,
            "ask1": 111.81,
            "ask_qty1": 2,
            "quote_ts": "2026-07-01T09:37:16"
          },
          {
            "symbol": "SZSE.301023",
            "name": "奕帆传动",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.1797,
            "last": 34.69,
            "open": 33.7,
            "prev_close": 33.95,
            "amount_yi": 0.2556,
            "bid1": 34.46,
            "bid_qty1": 5,
            "ask1": 34.69,
            "ask_qty1": 64,
            "quote_ts": "2026-07-01T09:37:12"
          },
          {
            "symbol": "SZSE.300660",
            "name": "江苏雷利",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.1177,
            "last": 28.45,
            "open": 27.97,
            "prev_close": 27.86,
            "amount_yi": 0.8346,
            "bid1": 28.45,
            "bid_qty1": 224,
            "ask1": 28.46,
            "ask_qty1": 69,
            "quote_ts": "2026-07-01T09:37:12"
          }
        ]
      },
      {
        "theme": "显示面板链 / MiniLED",
        "passed": false,
        "sample_count": 28,
        "active_count": 2,
        "up_count": 4,
        "active_up_count": 0,
        "up_ratio": 0.1429,
        "active_up_ratio": 0.0,
        "avg_ret_pct": -1.523,
        "amount_yi": 160.1127,
        "samples": [
          {
            "symbol": "SZSE.300269",
            "name": "联建光电",
            "theme": "显示面板链 / MiniLED",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.9002,
            "last": 5.78,
            "open": 5.88,
            "prev_close": 5.51,
            "amount_yi": 2.078,
            "bid1": 5.77,
            "bid_qty1": 2325,
            "ask1": 5.78,
            "ask_qty1": 904,
            "quote_ts": "2026-07-01T09:37:12"
          },
          {
            "symbol": "SZSE.000100",
            "name": "TCL科技",
            "theme": "显示面板链 / MiniLED",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.6082,
            "last": 6.03,
            "open": 5.98,
            "prev_close": 5.82,
            "amount_yi": 38.0099,
            "bid1": 6.01,
            "bid_qty1": 550,
            "ask1": 6.03,
            "ask_qty1": 5858,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SZSE.002429",
            "name": "兆驰股份",
            "theme": "显示面板链 / MiniLED",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.7324,
            "last": 10.57,
            "open": 10.39,
            "prev_close": 10.39,
            "amount_yi": 1.2422,
            "bid1": 10.55,
            "bid_qty1": 9,
            "ask1": 10.57,
            "ask_qty1": 24,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SHSE.605218",
            "name": "伟时电子",
            "theme": "显示面板链 / MiniLED",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.6334,
            "last": 16.8,
            "open": 16.44,
            "prev_close": 16.53,
            "amount_yi": 0.0881,
            "bid1": 16.76,
            "bid_qty1": 1,
            "ask1": 16.8,
            "ask_qty1": 40,
            "quote_ts": "2026-07-01T09:37:16"
          },
          {
            "symbol": "SZSE.002845",
            "name": "同兴达",
            "theme": "显示面板链 / MiniLED",
            "paper_scope": "active",
            "ret_pct": 0.0,
            "last": 16.4,
            "open": 16.26,
            "prev_close": 16.4,
            "amount_yi": 0.966,
            "bid1": 16.4,
            "bid_qty1": 54,
            "ask1": 16.41,
            "ask_qty1": 11,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SZSE.300939",
            "name": "秋田微",
            "theme": "显示面板链 / MiniLED",
            "paper_scope": "conditional_watch",
            "ret_pct": 0.0,
            "last": 69.2,
            "open": 68.65,
            "prev_close": 69.2,
            "amount_yi": 0.3699,
            "bid1": 68.97,
            "bid_qty1": 1,
            "ask1": 69.16,
            "ask_qty1": 4,
            "quote_ts": "2026-07-01T09:37:12"
          }
        ]
      },
      {
        "theme": "AI算力链 / 光通信模块",
        "passed": false,
        "sample_count": 10,
        "active_count": 1,
        "up_count": 2,
        "active_up_count": 0,
        "up_ratio": 0.2,
        "active_up_ratio": 0.0,
        "avg_ret_pct": -0.4122,
        "amount_yi": 65.8987,
        "samples": [
          {
            "symbol": "SZSE.000823",
            "name": "超声电子",
            "theme": "AI算力链 / 光通信模块",
            "paper_scope": "conditional_watch",
            "ret_pct": 7.9922,
            "last": 27.7,
            "open": 25.65,
            "prev_close": 25.65,
            "amount_yi": 7.4383,
            "bid1": 27.63,
            "bid_qty1": 78,
            "ask1": 27.7,
            "ask_qty1": 2,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SZSE.002281",
            "name": "光迅科技",
            "theme": "AI算力链 / 光通信模块",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.6658,
            "last": 261.22,
            "open": 258.0,
            "prev_close": 256.94,
            "amount_yi": 15.3076,
            "bid1": 261.22,
            "bid_qty1": 2,
            "ask1": 261.32,
            "ask_qty1": 5,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SZSE.300252",
            "name": "金信诺",
            "theme": "AI算力链 / 光通信模块",
            "paper_scope": "conditional_watch",
            "ret_pct": -0.058,
            "last": 17.24,
            "open": 17.2,
            "prev_close": 17.25,
            "amount_yi": 0.9895,
            "bid1": 17.2,
            "bid_qty1": 272,
            "ask1": 17.22,
            "ask_qty1": 3,
            "quote_ts": "2026-07-01T09:37:12"
          },
          {
            "symbol": "SHSE.688609",
            "name": "九联科技",
            "theme": "AI算力链 / 光通信模块",
            "paper_scope": "conditional_watch",
            "ret_pct": -0.2725,
            "last": 10.98,
            "open": 10.97,
            "prev_close": 11.01,
            "amount_yi": 0.1954,
            "bid1": 10.97,
            "bid_qty1": 93,
            "ask1": 10.98,
            "ask_qty1": 55,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SZSE.301183",
            "name": "东田微",
            "theme": "AI算力链 / 光通信模块",
            "paper_scope": "active",
            "ret_pct": -0.8306,
            "last": 262.67,
            "open": 262.0,
            "prev_close": 264.87,
            "amount_yi": 1.7515,
            "bid1": 262.5,
            "bid_qty1": 36,
            "ask1": 262.56,
            "ask_qty1": 1,
            "quote_ts": "2026-07-01T09:37:12"
          },
          {
            "symbol": "SHSE.688195",
            "name": "腾景科技",
            "theme": "AI算力链 / 光通信模块",
            "paper_scope": "conditional_watch",
            "ret_pct": -1.672,
            "last": 189.36,
            "open": 191.13,
            "prev_close": 192.58,
            "amount_yi": 1.3723,
            "bid1": 189.36,
            "bid_qty1": 7,
            "ask1": 189.88,
            "ask_qty1": 24,
            "quote_ts": "2026-07-01T09:37:14"
          }
        ]
      },
      {
        "theme": "显示面板链 / OLED",
        "passed": false,
        "sample_count": 18,
        "active_count": 2,
        "up_count": 10,
        "active_up_count": 2,
        "up_ratio": 0.5556,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 1.1641,
        "amount_yi": 46.5422,
        "samples": [
          {
            "symbol": "SZSE.300566",
            "name": "激智科技",
            "theme": "显示面板链 / OLED",
            "paper_scope": "active",
            "ret_pct": 9.9594,
            "last": 40.63,
            "open": 36.59,
            "prev_close": 36.95,
            "amount_yi": 3.62,
            "bid1": 40.63,
            "bid_qty1": 20,
            "ask1": 40.76,
            "ask_qty1": 3,
            "quote_ts": "2026-07-01T09:37:12"
          },
          {
            "symbol": "SZSE.000536",
            "name": "华映科技",
            "theme": "显示面板链 / OLED",
            "paper_scope": "active",
            "ret_pct": 5.6716,
            "last": 3.54,
            "open": 3.3,
            "prev_close": 3.35,
            "amount_yi": 1.1096,
            "bid1": 3.54,
            "bid_qty1": 195,
            "ask1": 3.55,
            "ask_qty1": 786,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SHSE.603212",
            "name": "赛伍技术",
            "theme": "显示面板链 / OLED",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.2288,
            "last": 12.88,
            "open": 12.51,
            "prev_close": 12.24,
            "amount_yi": 1.0227,
            "bid1": 12.88,
            "bid_qty1": 42,
            "ask1": 12.89,
            "ask_qty1": 128,
            "quote_ts": "2026-07-01T09:37:14"
          },
          {
            "symbol": "SZSE.002643",
            "name": "万润股份",
            "theme": "显示面板链 / OLED",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.7232,
            "last": 21.73,
            "open": 21.0,
            "prev_close": 20.95,
            "amount_yi": 2.0892,
            "bid1": 21.74,
            "bid_qty1": 2,
            "ask1": 21.75,
            "ask_qty1": 1,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SZSE.300054",
            "name": "鼎龙股份",
            "theme": "显示面板链 / OLED",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.6234,
            "last": 108.75,
            "open": 105.0,
            "prev_close": 105.97,
            "amount_yi": 9.0218,
            "bid1": 108.75,
            "bid_qty1": 7,
            "ask1": 108.76,
            "ask_qty1": 14,
            "quote_ts": "2026-07-01T09:37:12"
          },
          {
            "symbol": "SZSE.000990",
            "name": "诚志股份",
            "theme": "显示面板链 / OLED",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.445,
            "last": 8.38,
            "open": 8.2,
            "prev_close": 8.18,
            "amount_yi": 0.435,
            "bid1": 8.37,
            "bid_qty1": 38,
            "ask1": 8.38,
            "ask_qty1": 26,
            "quote_ts": "2026-07-01T09:37:15"
          }
        ]
      },
      {
        "theme": "机器人链 / 减速器",
        "passed": false,
        "sample_count": 21,
        "active_count": 1,
        "up_count": 11,
        "active_up_count": 0,
        "up_ratio": 0.5238,
        "active_up_ratio": 0.0,
        "avg_ret_pct": 0.2406,
        "amount_yi": 16.4716,
        "samples": [
          {
            "symbol": "SZSE.002472",
            "name": "双环传动",
            "theme": "机器人链 / 减速器",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.3122,
            "last": 43.3,
            "open": 42.21,
            "prev_close": 41.51,
            "amount_yi": 6.5686,
            "bid1": 43.26,
            "bid_qty1": 26,
            "ask1": 43.3,
            "ask_qty1": 30,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SHSE.605208",
            "name": "永茂泰",
            "theme": "机器人链 / 减速器",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.2633,
            "last": 16.63,
            "open": 16.61,
            "prev_close": 15.95,
            "amount_yi": 0.6123,
            "bid1": 16.62,
            "bid_qty1": 3,
            "ask1": 16.63,
            "ask_qty1": 25,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SHSE.605389",
            "name": "长龄液压",
            "theme": "机器人链 / 减速器",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.7396,
            "last": 97.67,
            "open": 96.55,
            "prev_close": 96.0,
            "amount_yi": 0.1663,
            "bid1": 97.54,
            "bid_qty1": 1,
            "ask1": 97.87,
            "ask_qty1": 2,
            "quote_ts": "2026-07-01T09:37:17"
          },
          {
            "symbol": "SZSE.002903",
            "name": "宇环数控",
            "theme": "机器人链 / 减速器",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.2109,
            "last": 45.97,
            "open": 46.33,
            "prev_close": 45.42,
            "amount_yi": 1.0945,
            "bid1": 45.96,
            "bid_qty1": 1,
            "ask1": 45.97,
            "ask_qty1": 4,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SHSE.603915",
            "name": "国茂股份",
            "theme": "机器人链 / 减速器",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.1276,
            "last": 14.35,
            "open": 14.27,
            "prev_close": 14.19,
            "amount_yi": 0.1538,
            "bid1": 14.33,
            "bid_qty1": 18,
            "ask1": 14.34,
            "ask_qty1": 1,
            "quote_ts": "2026-07-01T09:37:14"
          },
          {
            "symbol": "SZSE.301596",
            "name": "瑞迪智驱",
            "theme": "机器人链 / 减速器",
            "paper_scope": "conditional_watch",
            "ret_pct": 0.7937,
            "last": 50.8,
            "open": 50.08,
            "prev_close": 50.4,
            "amount_yi": 0.1361,
            "bid1": 50.82,
            "bid_qty1": 1,
            "ask1": 50.93,
            "ask_qty1": 5,
            "quote_ts": "2026-07-01T09:37:12"
          }
        ]
      },
      {
        "theme": "显示面板链 / 显示技术",
        "passed": false,
        "sample_count": 6,
        "active_count": 1,
        "up_count": 2,
        "active_up_count": 0,
        "up_ratio": 0.3333,
        "active_up_ratio": 0.0,
        "avg_ret_pct": 1.2139,
        "amount_yi": 5.1009,
        "samples": [
          {
            "symbol": "SZSE.002273",
            "name": "水晶光电",
            "theme": "显示面板链 / 显示技术",
            "paper_scope": "conditional_watch",
            "ret_pct": 10.0056,
            "last": 39.03,
            "open": 39.03,
            "prev_close": 35.48,
            "amount_yi": 3.1386,
            "bid1": 39.03,
            "bid_qty1": 274884,
            "ask1": 0.0,
            "ask_qty1": 0,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SZSE.002841",
            "name": "视源股份",
            "theme": "显示面板链 / 显示技术",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.3747,
            "last": 35.35,
            "open": 34.58,
            "prev_close": 34.53,
            "amount_yi": 0.4065,
            "bid1": 35.35,
            "bid_qty1": 162,
            "ask1": 35.38,
            "ask_qty1": 3,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SHSE.688496",
            "name": "*ST清越",
            "theme": "显示面板链 / 显示技术",
            "paper_scope": "conditional_watch",
            "ret_pct": 0.0,
            "last": 0.92,
            "open": 0.91,
            "prev_close": 0.92,
            "amount_yi": 0.0075,
            "bid1": 0.92,
            "bid_qty1": 70,
            "ask1": 0.93,
            "ask_qty1": 427,
            "quote_ts": "2026-07-01T09:37:15"
          },
          {
            "symbol": "SHSE.603297",
            "name": "永新光学",
            "theme": "显示面板链 / 显示技术",
            "paper_scope": "conditional_watch",
            "ret_pct": -1.1841,
            "last": 145.21,
            "open": 146.97,
            "prev_close": 146.95,
            "amount_yi": 0.4599,
            "bid1": 145.01,
            "bid_qty1": 2,
            "ask1": 145.21,
            "ask_qty1": 1,
            "quote_ts": "2026-07-01T09:37:16"
          },
          {
            "symbol": "SHSE.688039",
            "name": "当虹科技",
            "theme": "显示面板链 / 显示技术",
            "paper_scope": "conditional_watch",
            "ret_pct": -1.7149,
            "last": 36.68,
            "open": 37.8,
            "prev_close": 37.32,
            "amount_yi": 0.0887,
            "bid1": 36.61,
            "bid_qty1": 2,
            "ask1": 36.68,
            "ask_qty1": 239,
            "quote_ts": "2026-07-01T09:37:16"
          },
          {
            "symbol": "SZSE.000727",
            "name": "冠捷科技",
            "theme": "显示面板链 / 显示技术",
            "paper_scope": "active",
            "ret_pct": -2.1978,
            "last": 2.67,
            "open": 2.71,
            "prev_close": 2.73,
            "amount_yi": 0.9997,
            "bid1": 2.66,
            "bid_qty1": 15234,
            "ask1": 2.67,
            "ask_qty1": 1379,
            "quote_ts": "2026-07-01T09:37:15"
          }
        ]
      },
      {
        "theme": "LED概念",
        "passed": false,
        "sample_count": 1,
        "active_count": 0,
        "up_count": 0,
        "active_up_count": 0,
        "up_ratio": 0.0,
        "active_up_ratio": 0.0,
        "avg_ret_pct": -2.6441,
        "amount_yi": 3.3427,
        "samples": [
          {
            "symbol": "SZSE.002222",
            "name": "福晶科技",
            "theme": "LED概念",
            "paper_scope": "conditional_watch",
            "ret_pct": -2.6441,
            "last": 89.84,
            "open": 92.0,
            "prev_close": 92.28,
            "amount_yi": 3.3427,
            "bid1": 89.73,
            "bid_qty1": 3,
            "ask1": 89.85,
            "ask_qty1": 56,
            "quote_ts": "2026-07-01T09:37:15"
          }
        ]
      },
      {
        "theme": "AI算力链 / 算力概念",
        "passed": false,
        "sample_count": 1,
        "active_count": 1,
        "up_count": 1,
        "active_up_count": 1,
        "up_ratio": 1.0,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 0.4897,
        "amount_yi": 1.4922,
        "samples": [
          {
            "symbol": "SHSE.688158",
            "name": "优刻得-W",
            "theme": "AI算力链 / 算力概念",
            "paper_scope": "active",
            "ret_pct": 0.4897,
            "last": 36.94,
            "open": 36.95,
            "prev_close": 36.76,
            "amount_yi": 1.4922,
            "bid1": 36.9,
            "bid_qty1": 41,
            "ask1": 36.94,
            "ask_qty1": 1,
            "quote_ts": "2026-07-01T09:37:16"
          }
        ]
      }
    ],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "STRUCTURAL_HOTSPOT",
      "label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "official_buy_allowed": true,
      "reason": "structural_hotspot_confirmed_hot_theme_only",
      "pool_up_ratio": 0.4812,
      "active_up_ratio": 0.5385,
      "active_positive": 7,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "显示面板链 / MiniLED",
      "dominant_theme_share": 0.4113,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "显示面板链 / OLED",
          "count": 3,
          "top_symbols": [
            "SZSE.300566",
            "SZSE.000536",
            "SHSE.603212"
          ],
          "top_return_pct": 9.9594
        },
        {
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "count": 2,
          "top_symbols": [
            "SZSE.300331",
            "SHSE.688328"
          ],
          "top_return_pct": 5.6532
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000536",
        "SZSE.003015"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "sample_rows": [
        {
          "symbol": "SZSE.002273",
          "name": "水晶光电",
          "theme": "显示面板链 / 显示技术",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.005636978579503,
          "last": 39.03,
          "vwap": 39.03,
          "above_vwap": true,
          "amount": 313859745.0
        },
        {
          "symbol": "SZSE.300566",
          "name": "激智科技",
          "theme": "显示面板链 / OLED",
          "paper_scope": "active",
          "priority": 10,
          "ret_pct": 9.959404600811904,
          "last": 40.63,
          "vwap": 38.84690772318027,
          "above_vwap": true,
          "amount": 362002679.0
        },
        {
          "symbol": "SZSE.000823",
          "name": "超声电子",
          "theme": "AI算力链 / 光通信模块",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.992202729044839,
          "last": 27.7,
          "vwap": 26.773780311783486,
          "above_vwap": true,
          "amount": 743831842.0
        },
        {
          "symbol": "SZSE.300503",
          "name": "昊志机电",
          "theme": "机器人链 / 机器人概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.919826652221018,
          "last": 99.61,
          "vwap": 98.88570537712698,
          "above_vwap": true,
          "amount": 1466791445.0
        },
        {
          "symbol": "SZSE.300115",
          "name": "长盈精密",
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.191839656406595,
          "last": 29.67,
          "vwap": 29.795523962112426,
          "above_vwap": false,
          "amount": 485378024.0
        },
        {
          "symbol": "SZSE.003021",
          "name": "兆威机电",
          "theme": "机器人链 / 人形机器人",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.907269605037224,
          "last": 92.51,
          "vwap": 92.47299314906685,
          "above_vwap": true,
          "amount": 156575272.0
        },
        {
          "symbol": "SZSE.000536",
          "name": "华映科技",
          "theme": "显示面板链 / OLED",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 5.671641791044779,
          "last": 3.54,
          "vwap": 3.423624910906852,
          "above_vwap": true,
          "amount": 110959341.0
        },
        {
          "symbol": "SZSE.300331",
          "name": "苏大维格",
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.6532133314582955,
          "last": 75.13,
          "vwap": 73.52994843227758,
          "above_vwap": true,
          "amount": 230994333.0
        },
        {
          "symbol": "SHSE.603212",
          "name": "赛伍技术",
          "theme": "显示面板链 / OLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.228758169934644,
          "last": 12.88,
          "vwap": 12.670776712260878,
          "above_vwap": true,
          "amount": 102268373.0
        },
        {
          "symbol": "SHSE.688328",
          "name": "深科达",
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.141065830721003,
          "last": 100.62,
          "vwap": 98.85707517207264,
          "above_vwap": true,
          "amount": 284180282.0
        },
        {
          "symbol": "SZSE.300269",
          "name": "联建光电",
          "theme": "显示面板链 / MiniLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.900181488203281,
          "last": 5.78,
          "vwap": 5.751113205301715,
          "above_vwap": true,
          "amount": 207797497.0
        },
        {
          "symbol": "SZSE.002472",
          "name": "双环传动",
          "theme": "机器人链 / 减速器",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.312213924355568,
          "last": 43.3,
          "vwap": 43.055862939171476,
          "above_vwap": true,
          "amount": 656860245.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate",
    "style_gate_override": "pool_breadth_downweighted_for_structural_hotspot"
  },
  "quote_source": "public_http_tencent:136/136",
  "quote_stale_lock": false,
  "generated_at": "2026-07-01T09:37:18",
  "signals": [
    {
      "event_id": "20260630:20260701:SZSE.300812:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.300812:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300812",
      "name": "易天股份",
      "side": "BUY",
      "priority": "P0",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 29.43,
      "exec_low": 29.43,
      "exec_high": 30.31,
      "invalid_price": 28.55,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 30.31,
      "max_chase_pct": 3.0,
      "base_exec_high": 30.31,
      "dynamic_exec_high": null,
      "entry_zone_low": 28.99,
      "entry_zone_high": 29.87,
      "entry_risk_pct": null,
      "intraday_vwap": 29.1823,
      "price_vs_vwap_pct": -0.8646,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1605,
        "prev_amount_yi": 0.3009,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5334,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:35",
            "open": 29.38,
            "high": 29.38,
            "low": 29.25,
            "close": 29.25,
            "amount_yi": 0.0629
          },
          {
            "time": "09:36",
            "open": 29.21,
            "high": 29.21,
            "low": 29.16,
            "close": 29.16,
            "amount_yi": 0.048
          },
          {
            "time": "09:37",
            "open": 28.93,
            "high": 28.93,
            "low": 28.93,
            "close": 28.93,
            "amount_yi": 0.0496
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 133471.56,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.93,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 29.31,
        "open": 29.04,
        "high": 29.67,
        "low": 28.72,
        "bid1": 28.93,
        "ask1": 28.97,
        "bid_qty1": 1,
        "ask_qty1": 7
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000536:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.000536:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "side": "BUY",
      "priority": "P1",
      "status": "FILLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 3.39,
      "exec_low": 3.39,
      "exec_high": 3.49,
      "invalid_price": 3.29,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 3.49,
      "max_chase_pct": 3.0,
      "base_exec_high": 3.49,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.34,
      "entry_zone_high": 3.44,
      "entry_risk_pct": null,
      "intraday_vwap": 3.4236,
      "price_vs_vwap_pct": 3.3999,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": null,
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.54,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 3.35,
        "open": 3.3,
        "high": 3.55,
        "low": 3.26,
        "bid1": 3.54,
        "ask1": 3.55,
        "bid_qty1": 195,
        "ask_qty1": 786
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.003015:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.003015:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.003015",
      "name": "日久光电",
      "side": "BUY",
      "priority": "P2",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 13.25,
      "exec_low": 13.25,
      "exec_high": 13.65,
      "invalid_price": 12.85,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 13.65,
      "max_chase_pct": 3.0,
      "base_exec_high": 13.65,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.05,
      "entry_zone_high": 13.45,
      "entry_risk_pct": null,
      "intraday_vwap": 12.9631,
      "price_vs_vwap_pct": 1.1332,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0614,
        "prev_amount_yi": 0.1747,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3515,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:35",
            "open": 13.13,
            "high": 13.13,
            "low": 13.09,
            "close": 13.09,
            "amount_yi": 0.0357
          },
          {
            "time": "09:36",
            "open": 13.07,
            "high": 13.13,
            "low": 13.07,
            "close": 13.13,
            "amount_yi": 0.0182
          },
          {
            "time": "09:37",
            "open": 13.11,
            "high": 13.11,
            "low": 13.11,
            "close": 13.11,
            "amount_yi": 0.0075
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 133471.56,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.11,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 13.03,
        "open": 13.02,
        "high": 13.14,
        "low": 12.74,
        "bid1": 13.11,
        "ask1": 13.12,
        "bid_qty1": 13,
        "ask_qty1": 83
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688017:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SHSE.688017:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688017",
      "name": "绿的谐波",
      "side": "BUY",
      "priority": "P3",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 422.0,
      "exec_low": 422.0,
      "exec_high": 434.66,
      "invalid_price": 409.34,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 434.66,
      "max_chase_pct": 3.0,
      "base_exec_high": 434.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 415.67,
      "entry_zone_high": 428.33,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 2.6032,
        "prev_amount_yi": 4.7046,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5533,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:35",
            "open": 412.0,
            "high": 412.0,
            "low": 411.28,
            "close": 411.28,
            "amount_yi": 0.855
          },
          {
            "time": "09:36",
            "open": 408.18,
            "high": 408.18,
            "low": 405.0,
            "close": 405.0,
            "amount_yi": 0.8522
          },
          {
            "time": "09:37",
            "open": 401.86,
            "high": 401.86,
            "low": 401.86,
            "close": 401.86,
            "amount_yi": 0.896
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 133471.56,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 401.86,
        "ts": "2026-07-01T09:37:16",
        "prev_close": 417.86,
        "open": 406.0,
        "high": 415.86,
        "low": 401.86,
        "bid1": 401.85,
        "ask1": 401.86,
        "bid_qty1": 2,
        "ask_qty1": 7
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000727:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.000727:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.000727",
      "name": "冠捷科技",
      "side": "BUY",
      "priority": "P4",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 2.74,
      "exec_low": 2.74,
      "exec_high": 2.82,
      "invalid_price": 2.66,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 显示技术",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 2.82,
      "max_chase_pct": 3.0,
      "base_exec_high": 2.82,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.7,
      "entry_zone_high": 2.78,
      "entry_risk_pct": null,
      "intraday_vwap": 2.6813,
      "price_vs_vwap_pct": -0.4214,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2309,
        "prev_amount_yi": 0.4446,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5193,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:35",
            "open": 2.66,
            "high": 2.66,
            "low": 2.66,
            "close": 2.66,
            "amount_yi": 0.1024
          },
          {
            "time": "09:36",
            "open": 2.65,
            "high": 2.66,
            "low": 2.65,
            "close": 2.66,
            "amount_yi": 0.0679
          },
          {
            "time": "09:37",
            "open": 2.67,
            "high": 2.67,
            "low": 2.67,
            "close": 2.67,
            "amount_yi": 0.0606
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 133471.56,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.67,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 2.73,
        "open": 2.71,
        "high": 2.73,
        "low": 2.65,
        "bid1": 2.66,
        "ask1": 2.67,
        "bid_qty1": 15234,
        "ask_qty1": 1379
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688165:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SHSE.688165:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688165",
      "name": "埃夫特-U",
      "side": "BUY",
      "priority": "P5",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 20.46,
      "exec_low": 20.46,
      "exec_high": 21.07,
      "invalid_price": 19.85,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 21.07,
      "max_chase_pct": 3.0,
      "base_exec_high": 21.07,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.15,
      "entry_zone_high": 20.77,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3878,
        "prev_amount_yi": 0.6485,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.598,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:35",
            "open": 21.52,
            "high": 21.52,
            "low": 21.39,
            "close": 21.39,
            "amount_yi": 0.2542
          },
          {
            "time": "09:36",
            "open": 21.2,
            "high": 21.2,
            "low": 21.17,
            "close": 21.17,
            "amount_yi": 0.0864
          },
          {
            "time": "09:37",
            "open": 21.25,
            "high": 21.25,
            "low": 21.25,
            "close": 21.25,
            "amount_yi": 0.0472
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 133471.56,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.25,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 20.4,
        "open": 20.18,
        "high": 21.54,
        "low": 20.18,
        "bid1": 21.25,
        "ask1": 21.26,
        "bid_qty1": 9,
        "ask_qty1": 250
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.301183:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.301183:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301183",
      "name": "东田微",
      "side": "BUY",
      "priority": "P6",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 268.9,
      "exec_low": 268.9,
      "exec_high": 276.97,
      "invalid_price": 260.83,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 276.97,
      "max_chase_pct": 3.0,
      "base_exec_high": 276.97,
      "dynamic_exec_high": null,
      "entry_zone_low": 264.87,
      "entry_zone_high": 272.93,
      "entry_risk_pct": null,
      "intraday_vwap": 264.4111,
      "price_vs_vwap_pct": -0.6585,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.5159,
        "prev_amount_yi": 0.7583,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6803,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:35",
            "open": 265.84,
            "high": 265.84,
            "low": 263.8,
            "close": 263.8,
            "amount_yi": 0.2314
          },
          {
            "time": "09:36",
            "open": 264.02,
            "high": 264.02,
            "low": 263.13,
            "close": 263.13,
            "amount_yi": 0.2188
          },
          {
            "time": "09:37",
            "open": 262.67,
            "high": 262.67,
            "low": 262.67,
            "close": 262.67,
            "amount_yi": 0.0657
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 133471.56,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 262.67,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 264.87,
        "open": 262.0,
        "high": 266.23,
        "low": 262.0,
        "bid1": 262.5,
        "ask1": 262.56,
        "bid_qty1": 36,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.301696:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.301696:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "side": "BUY",
      "priority": "P7",
      "status": "FILLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 120.5,
      "exec_low": 120.5,
      "exec_high": 124.12,
      "invalid_price": 116.88,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 124.12,
      "max_chase_pct": 3.0,
      "base_exec_high": 124.12,
      "dynamic_exec_high": null,
      "entry_zone_low": 118.69,
      "entry_zone_high": 122.31,
      "entry_risk_pct": null,
      "intraday_vwap": 119.2333,
      "price_vs_vwap_pct": -0.8918,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": null,
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 118.17,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 118.17,
        "open": 118.35,
        "high": 121.5,
        "low": 117.39,
        "bid1": 118.08,
        "ask1": 118.28,
        "bid_qty1": 5,
        "ask_qty1": 4
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688158:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SHSE.688158:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688158",
      "name": "优刻得-W",
      "side": "BUY",
      "priority": "P8",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 37.57,
      "exec_low": 37.57,
      "exec_high": 38.7,
      "invalid_price": 36.44,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 算力概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 38.7,
      "max_chase_pct": 3.0,
      "base_exec_high": 38.7,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.01,
      "entry_zone_high": 38.13,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2818,
        "prev_amount_yi": 0.8389,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3359,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:35",
            "open": 37.28,
            "high": 37.28,
            "low": 37.2,
            "close": 37.2,
            "amount_yi": 0.0928
          },
          {
            "time": "09:36",
            "open": 37.04,
            "high": 37.04,
            "low": 37.02,
            "close": 37.02,
            "amount_yi": 0.1124
          },
          {
            "time": "09:37",
            "open": 36.94,
            "high": 36.94,
            "low": 36.94,
            "close": 36.94,
            "amount_yi": 0.0766
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 133471.56,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.94,
        "ts": "2026-07-01T09:37:16",
        "prev_close": 36.76,
        "open": 36.95,
        "high": 37.5,
        "low": 36.4,
        "bid1": 36.9,
        "ask1": 36.94,
        "bid_qty1": 41,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002845:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.002845:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002845",
      "name": "同兴达",
      "side": "BUY",
      "priority": "P9",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 16.45,
      "exec_low": 16.45,
      "exec_high": 16.94,
      "invalid_price": 15.96,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 16.94,
      "max_chase_pct": 3.0,
      "base_exec_high": 16.94,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.2,
      "entry_zone_high": 16.7,
      "entry_risk_pct": null,
      "intraday_vwap": 16.3497,
      "price_vs_vwap_pct": 0.3077,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1202,
        "prev_amount_yi": 0.1983,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6062,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:35",
            "open": 16.37,
            "high": 16.37,
            "low": 16.32,
            "close": 16.32,
            "amount_yi": 0.0411
          },
          {
            "time": "09:36",
            "open": 16.39,
            "high": 16.43,
            "low": 16.39,
            "close": 16.43,
            "amount_yi": 0.0442
          },
          {
            "time": "09:37",
            "open": 16.4,
            "high": 16.4,
            "low": 16.4,
            "close": 16.4,
            "amount_yi": 0.0349
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 133471.56,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.4,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 16.4,
        "open": 16.26,
        "high": 16.59,
        "low": 16.16,
        "bid1": 16.4,
        "ask1": 16.41,
        "bid_qty1": 54,
        "ask_qty1": 11
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300566:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.300566:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300566",
      "name": "激智科技",
      "side": "BUY",
      "priority": "P10",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 37.17,
      "exec_low": 37.17,
      "exec_high": 38.29,
      "invalid_price": 36.05,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 38.29,
      "max_chase_pct": 3.0,
      "base_exec_high": 38.29,
      "dynamic_exec_high": null,
      "entry_zone_low": 36.61,
      "entry_zone_high": 37.73,
      "entry_risk_pct": null,
      "intraday_vwap": 38.8469,
      "price_vs_vwap_pct": 4.5901,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.0422,
        "prev_amount_yi": 1.4996,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.695,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:35",
            "open": 39.45,
            "high": 40.04,
            "low": 39.45,
            "close": 40.04,
            "amount_yi": 0.4674
          },
          {
            "time": "09:36",
            "open": 40.32,
            "high": 40.48,
            "low": 40.32,
            "close": 40.48,
            "amount_yi": 0.3834
          },
          {
            "time": "09:37",
            "open": 40.63,
            "high": 40.63,
            "low": 40.63,
            "close": 40.63,
            "amount_yi": 0.1914
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 133471.56,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 40.63,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 36.95,
        "open": 36.59,
        "high": 40.88,
        "low": 36.21,
        "bid1": 40.63,
        "ask1": 40.76,
        "bid_qty1": 20,
        "ask_qty1": 3
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688150:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SHSE.688150:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688150",
      "name": "莱特光电",
      "side": "BUY",
      "priority": "P11",
      "status": "FILLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 69.58,
      "exec_low": 69.58,
      "exec_high": 71.67,
      "invalid_price": 67.49,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 71.67,
      "max_chase_pct": 3.0,
      "base_exec_high": 71.67,
      "dynamic_exec_high": null,
      "entry_zone_low": 68.54,
      "entry_zone_high": 70.62,
      "entry_risk_pct": 5.5159,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": null,
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 71.29,
        "ts": "2026-07-01T09:37:14",
        "prev_close": 68.62,
        "open": 71.01,
        "high": 73.0,
        "low": 68.78,
        "bid1": 71.29,
        "ask1": 71.43,
        "bid_qty1": 8,
        "ask_qty1": 5
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002979:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.002979:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002979",
      "name": "雷赛智能",
      "side": "BUY",
      "priority": "P12",
      "status": "FILLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 56.11,
      "exec_low": 56.11,
      "exec_high": 57.79,
      "invalid_price": 54.43,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 57.79,
      "max_chase_pct": 3.0,
      "base_exec_high": 57.79,
      "dynamic_exec_high": null,
      "entry_zone_low": 55.27,
      "entry_zone_high": 56.95,
      "entry_risk_pct": 3.9527,
      "intraday_vwap": 56.7833,
      "price_vs_vwap_pct": -0.1819,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": null,
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 56.68,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 55.78,
        "open": 55.82,
        "high": 57.5,
        "low": 55.82,
        "bid1": 56.62,
        "ask1": 56.67,
        "bid_qty1": 7,
        "ask_qty1": 24
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300102:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.300102:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300102",
      "name": "乾照光电",
      "side": "BUY",
      "priority": "W0",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 26.2,
      "exec_low": 26.2,
      "exec_high": 26.59,
      "invalid_price": 25.41,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 26.99,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.81,
      "entry_zone_high": 26.59,
      "entry_risk_pct": null,
      "intraday_vwap": 25.7375,
      "price_vs_vwap_pct": -0.5731,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.3512,
        "prev_amount_yi": 1.0821,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2487,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 25.91,
            "high": 25.91,
            "low": 25.84,
            "close": 25.84,
            "amount_yi": 0.3445
          },
          {
            "time": "09:34",
            "open": 25.79,
            "high": 25.79,
            "low": 25.69,
            "close": 25.69,
            "amount_yi": 0.2901
          },
          {
            "time": "09:35",
            "open": 25.72,
            "high": 25.72,
            "low": 25.62,
            "close": 25.62,
            "amount_yi": 0.2698
          },
          {
            "time": "09:36",
            "open": 25.56,
            "high": 25.62,
            "low": 25.56,
            "close": 25.62,
            "amount_yi": 0.31
          },
          {
            "time": "09:37",
            "open": 25.59,
            "high": 25.59,
            "low": 25.59,
            "close": 25.59,
            "amount_yi": 0.1368
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.59,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 26.04,
        "open": 26.0,
        "high": 26.0,
        "low": 25.52,
        "bid1": 25.59,
        "ask1": 25.61,
        "bid_qty1": 30,
        "ask_qty1": 25
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300241:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.300241:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300241",
      "name": "瑞丰光电",
      "side": "BUY",
      "priority": "W1",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 7.25,
      "exec_low": 7.25,
      "exec_high": 7.36,
      "invalid_price": 7.03,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 7.47,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.36,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.14,
      "entry_zone_high": 7.36,
      "entry_risk_pct": null,
      "intraday_vwap": 7.1965,
      "price_vs_vwap_pct": 0.3265,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3271,
        "prev_amount_yi": 0.4056,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8065,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 7.24,
            "high": 7.24,
            "low": 7.24,
            "close": 7.24,
            "amount_yi": 0.1233
          },
          {
            "time": "09:34",
            "open": 7.19,
            "high": 7.19,
            "low": 7.18,
            "close": 7.18,
            "amount_yi": 0.0474
          },
          {
            "time": "09:35",
            "open": 7.18,
            "high": 7.21,
            "low": 7.18,
            "close": 7.21,
            "amount_yi": 0.051
          },
          {
            "time": "09:36",
            "open": 7.23,
            "high": 7.24,
            "low": 7.23,
            "close": 7.24,
            "amount_yi": 0.0768
          },
          {
            "time": "09:37",
            "open": 7.22,
            "high": 7.22,
            "low": 7.22,
            "close": 7.22,
            "amount_yi": 0.0286
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.22,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 7.24,
        "open": 7.18,
        "high": 7.27,
        "low": 7.11,
        "bid1": 7.22,
        "ask1": 7.23,
        "bid_qty1": 190,
        "ask_qty1": 585
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300162:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.300162:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300162",
      "name": "雷曼光电",
      "side": "BUY",
      "priority": "W2",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 14.17,
      "exec_low": 14.17,
      "exec_high": 14.38,
      "invalid_price": 13.74,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.38,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.96,
      "entry_zone_high": 14.38,
      "entry_risk_pct": null,
      "intraday_vwap": 13.1453,
      "price_vs_vwap_pct": -0.8771,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9893,
        "prev_amount_yi": 1.6183,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6113,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 13.06,
            "high": 13.06,
            "low": 12.94,
            "close": 12.94,
            "amount_yi": 0.2941
          },
          {
            "time": "09:34",
            "open": 12.91,
            "high": 12.97,
            "low": 12.91,
            "close": 12.97,
            "amount_yi": 0.2548
          },
          {
            "time": "09:35",
            "open": 12.99,
            "high": 13.01,
            "low": 12.99,
            "close": 13.01,
            "amount_yi": 0.1619
          },
          {
            "time": "09:36",
            "open": 13.0,
            "high": 13.04,
            "low": 13.0,
            "close": 13.04,
            "amount_yi": 0.1411
          },
          {
            "time": "09:37",
            "open": 13.03,
            "high": 13.03,
            "low": 13.03,
            "close": 13.03,
            "amount_yi": 0.1374
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.03,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 13.81,
        "open": 13.55,
        "high": 13.62,
        "low": 12.85,
        "bid1": 13.03,
        "ask1": 13.04,
        "bid_qty1": 49,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000725:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.000725:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.000725",
      "name": "京东方Ａ",
      "side": "BUY",
      "priority": "W3",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 8.75,
      "exec_low": 8.75,
      "exec_high": 8.88,
      "invalid_price": 8.49,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 9.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.62,
      "entry_zone_high": 8.88,
      "entry_risk_pct": null,
      "intraday_vwap": 8.4191,
      "price_vs_vwap_pct": 0.367,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 30.9021,
        "prev_amount_yi": 32.5262,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9501,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 8.35,
            "high": 8.44,
            "low": 8.35,
            "close": 8.44,
            "amount_yi": 9.4933
          },
          {
            "time": "09:34",
            "open": 8.43,
            "high": 8.46,
            "low": 8.43,
            "close": 8.46,
            "amount_yi": 7.6685
          },
          {
            "time": "09:35",
            "open": 8.46,
            "high": 8.48,
            "low": 8.46,
            "close": 8.48,
            "amount_yi": 5.2945
          },
          {
            "time": "09:36",
            "open": 8.51,
            "high": 8.51,
            "low": 8.48,
            "close": 8.48,
            "amount_yi": 6.3554
          },
          {
            "time": "09:37",
            "open": 8.45,
            "high": 8.45,
            "low": 8.45,
            "close": 8.45,
            "amount_yi": 2.0904
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.45,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 8.68,
        "open": 8.49,
        "high": 8.51,
        "low": 8.31,
        "bid1": 8.44,
        "ask1": 8.45,
        "bid_qty1": 12047,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300263:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.300263:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300263",
      "name": "隆华科技",
      "side": "BUY",
      "priority": "W4",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 16.35,
      "exec_low": 16.35,
      "exec_high": 16.6,
      "invalid_price": 15.86,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 16.84,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.1,
      "entry_zone_high": 16.6,
      "entry_risk_pct": 4.1112,
      "intraday_vwap": 16.414,
      "price_vs_vwap_pct": 0.6458,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.9434,
        "prev_amount_yi": 1.0901,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7828,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 16.51,
            "high": 16.51,
            "low": 16.44,
            "close": 16.44,
            "amount_yi": 0.3891
          },
          {
            "time": "09:34",
            "open": 16.62,
            "high": 16.69,
            "low": 16.62,
            "close": 16.69,
            "amount_yi": 0.5305
          },
          {
            "time": "09:35",
            "open": 16.65,
            "high": 16.65,
            "low": 16.59,
            "close": 16.59,
            "amount_yi": 0.4277
          },
          {
            "time": "09:36",
            "open": 16.61,
            "high": 16.61,
            "low": 16.6,
            "close": 16.6,
            "amount_yi": 0.3875
          },
          {
            "time": "09:37",
            "open": 16.52,
            "high": 16.52,
            "low": 16.52,
            "close": 16.52,
            "amount_yi": 0.2086
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44490.52,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.52,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 16.3,
        "open": 16.05,
        "high": 16.73,
        "low": 15.93,
        "bid1": 16.52,
        "ask1": 16.54,
        "bid_qty1": 63,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688378:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SHSE.688378:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688378",
      "name": "奥来德",
      "side": "BUY",
      "priority": "W5",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 62.0,
      "exec_low": 62.0,
      "exec_high": 62.93,
      "invalid_price": 60.14,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 63.86,
      "max_chase_pct": 1.5,
      "base_exec_high": 62.93,
      "dynamic_exec_high": null,
      "entry_zone_low": 61.07,
      "entry_zone_high": 62.93,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.523,
        "prev_amount_yi": 0.4104,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2744,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 62.62,
            "high": 62.62,
            "low": 62.2,
            "close": 62.2,
            "amount_yi": 0.1351
          },
          {
            "time": "09:34",
            "open": 62.05,
            "high": 62.05,
            "low": 62.04,
            "close": 62.04,
            "amount_yi": 0.0717
          },
          {
            "time": "09:35",
            "open": 61.66,
            "high": 61.66,
            "low": 61.4,
            "close": 61.4,
            "amount_yi": 0.1095
          },
          {
            "time": "09:36",
            "open": 61.2,
            "high": 61.66,
            "low": 61.2,
            "close": 61.66,
            "amount_yi": 0.0921
          },
          {
            "time": "09:37",
            "open": 61.72,
            "high": 61.72,
            "low": 61.72,
            "close": 61.72,
            "amount_yi": 0.1146
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 61.72,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 62.0,
        "open": 62.01,
        "high": 62.89,
        "low": 60.3,
        "bid1": 61.53,
        "ask1": 61.6,
        "bid_qty1": 22,
        "ask_qty1": 15
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300115:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.300115:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300115",
      "name": "长盈精密",
      "side": "BUY",
      "priority": "W6",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 28.14,
      "exec_low": 28.14,
      "exec_high": 28.56,
      "invalid_price": 27.3,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 28.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 28.56,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.72,
      "entry_zone_high": 28.56,
      "entry_risk_pct": null,
      "intraday_vwap": 29.7955,
      "price_vs_vwap_pct": -0.4212,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.4393,
        "prev_amount_yi": 2.3597,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0337,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 30.25,
            "high": 30.3,
            "low": 30.25,
            "close": 30.3,
            "amount_yi": 0.9445
          },
          {
            "time": "09:34",
            "open": 30.31,
            "high": 30.31,
            "low": 30.13,
            "close": 30.13,
            "amount_yi": 0.5472
          },
          {
            "time": "09:35",
            "open": 29.88,
            "high": 29.88,
            "low": 29.57,
            "close": 29.57,
            "amount_yi": 0.2804
          },
          {
            "time": "09:36",
            "open": 29.73,
            "high": 29.75,
            "low": 29.73,
            "close": 29.75,
            "amount_yi": 0.4686
          },
          {
            "time": "09:37",
            "open": 29.67,
            "high": 29.67,
            "low": 29.67,
            "close": 29.67,
            "amount_yi": 0.1986
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.67,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 27.94,
        "open": 27.96,
        "high": 30.35,
        "low": 27.96,
        "bid1": 29.67,
        "ask1": 29.69,
        "bid_qty1": 15,
        "ask_qty1": 7
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300331:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.300331:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300331",
      "name": "苏大维格",
      "side": "BUY",
      "priority": "W7",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 71.88,
      "exec_low": 71.88,
      "exec_high": 72.96,
      "invalid_price": 69.72,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 74.04,
      "max_chase_pct": 1.5,
      "base_exec_high": 72.96,
      "dynamic_exec_high": null,
      "entry_zone_low": 70.8,
      "entry_zone_high": 72.96,
      "entry_risk_pct": null,
      "intraday_vwap": 73.5299,
      "price_vs_vwap_pct": 2.1761,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.5515,
        "prev_amount_yi": 0.6836,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2696,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 74.5,
            "high": 74.54,
            "low": 74.5,
            "close": 74.54,
            "amount_yi": 0.474
          },
          {
            "time": "09:34",
            "open": 74.05,
            "high": 74.3,
            "low": 74.05,
            "close": 74.3,
            "amount_yi": 0.3048
          },
          {
            "time": "09:35",
            "open": 73.98,
            "high": 73.98,
            "low": 73.66,
            "close": 73.66,
            "amount_yi": 0.1749
          },
          {
            "time": "09:36",
            "open": 73.74,
            "high": 74.4,
            "low": 73.74,
            "close": 74.4,
            "amount_yi": 0.2425
          },
          {
            "time": "09:37",
            "open": 75.13,
            "high": 75.13,
            "low": 75.13,
            "close": 75.13,
            "amount_yi": 0.3553
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 75.13,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 71.11,
        "open": 71.48,
        "high": 75.18,
        "low": 70.44,
        "bid1": 75.0,
        "ask1": 75.13,
        "bid_qty1": 29,
        "ask_qty1": 14
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688322:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SHSE.688322:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688322",
      "name": "奥比中光-W",
      "side": "BUY",
      "priority": "W8",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 132.88,
      "exec_low": 132.88,
      "exec_high": 134.87,
      "invalid_price": 128.89,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 136.87,
      "max_chase_pct": 1.5,
      "base_exec_high": 134.87,
      "dynamic_exec_high": null,
      "entry_zone_low": 130.89,
      "entry_zone_high": 134.87,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.465,
        "prev_amount_yi": 1.9993,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2329,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 135.6,
            "high": 135.6,
            "low": 135.46,
            "close": 135.46,
            "amount_yi": 0.8141
          },
          {
            "time": "09:34",
            "open": 134.78,
            "high": 134.78,
            "low": 133.69,
            "close": 133.69,
            "amount_yi": 0.3862
          },
          {
            "time": "09:35",
            "open": 133.27,
            "high": 133.27,
            "low": 132.54,
            "close": 132.54,
            "amount_yi": 0.3967
          },
          {
            "time": "09:36",
            "open": 132.0,
            "high": 132.0,
            "low": 131.66,
            "close": 131.66,
            "amount_yi": 0.5037
          },
          {
            "time": "09:37",
            "open": 130.2,
            "high": 130.2,
            "low": 130.2,
            "close": 130.2,
            "amount_yi": 0.3643
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 130.2,
        "ts": "2026-07-01T09:37:16",
        "prev_close": 130.55,
        "open": 132.5,
        "high": 135.98,
        "low": 130.2,
        "bid1": 130.22,
        "ask1": 130.33,
        "bid_qty1": 2,
        "ask_qty1": 7
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603667:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SHSE.603667:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.603667",
      "name": "五洲新春",
      "side": "BUY",
      "priority": "W9",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 65.68,
      "exec_low": 65.68,
      "exec_high": 66.67,
      "invalid_price": 63.71,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 67.65,
      "max_chase_pct": 1.5,
      "base_exec_high": 66.67,
      "dynamic_exec_high": null,
      "entry_zone_low": 64.69,
      "entry_zone_high": 66.67,
      "entry_risk_pct": 3.7759,
      "intraday_vwap": 66.3129,
      "price_vs_vwap_pct": -0.1552,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.7524,
        "prev_amount_yi": 1.1133,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5741,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 66.67,
            "high": 66.85,
            "low": 66.67,
            "close": 66.85,
            "amount_yi": 0.3958
          },
          {
            "time": "09:34",
            "open": 66.78,
            "high": 66.86,
            "low": 66.78,
            "close": 66.86,
            "amount_yi": 0.5256
          },
          {
            "time": "09:35",
            "open": 66.74,
            "high": 66.74,
            "low": 66.5,
            "close": 66.5,
            "amount_yi": 0.3922
          },
          {
            "time": "09:36",
            "open": 66.34,
            "high": 66.34,
            "low": 66.15,
            "close": 66.15,
            "amount_yi": 0.3012
          },
          {
            "time": "09:37",
            "open": 66.21,
            "high": 66.21,
            "low": 66.21,
            "close": 66.21,
            "amount_yi": 0.1376
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44490.52,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 66.21,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 65.52,
        "open": 65.46,
        "high": 66.93,
        "low": 64.8,
        "bid1": 66.19,
        "ask1": 66.21,
        "bid_qty1": 8,
        "ask_qty1": 13
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688609:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SHSE.688609:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688609",
      "name": "九联科技",
      "side": "BUY",
      "priority": "W10",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 11.09,
      "exec_low": 11.09,
      "exec_high": 11.26,
      "invalid_price": 10.76,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 11.42,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.26,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.92,
      "entry_zone_high": 11.26,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0926,
        "prev_amount_yi": 0.098,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9449,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 11.04,
            "high": 11.09,
            "low": 11.04,
            "close": 11.09,
            "amount_yi": 0.0268
          },
          {
            "time": "09:34",
            "open": 11.11,
            "high": 11.11,
            "low": 11.07,
            "close": 11.07,
            "amount_yi": 0.0229
          },
          {
            "time": "09:35",
            "open": 11.04,
            "high": 11.04,
            "low": 11.04,
            "close": 11.04,
            "amount_yi": 0.0119
          },
          {
            "time": "09:36",
            "open": 11.04,
            "high": 11.04,
            "low": 10.99,
            "close": 10.99,
            "amount_yi": 0.0158
          },
          {
            "time": "09:37",
            "open": 10.98,
            "high": 10.98,
            "low": 10.98,
            "close": 10.98,
            "amount_yi": 0.0152
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.98,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 11.01,
        "open": 10.97,
        "high": 11.11,
        "low": 10.89,
        "bid1": 10.97,
        "ask1": 10.98,
        "bid_qty1": 93,
        "ask_qty1": 55
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002281:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.002281:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002281",
      "name": "光迅科技",
      "side": "BUY",
      "priority": "W11",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 259.0,
      "exec_low": 259.0,
      "exec_high": 262.88,
      "invalid_price": 251.23,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 266.77,
      "max_chase_pct": 1.5,
      "base_exec_high": 262.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 255.12,
      "entry_zone_high": 262.88,
      "entry_risk_pct": 3.8612,
      "intraday_vwap": 261.3243,
      "price_vs_vwap_pct": -0.0399,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 8.4825,
        "prev_amount_yi": 6.0549,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4009,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 262.58,
            "high": 263.0,
            "low": 262.58,
            "close": 263.0,
            "amount_yi": 1.8302
          },
          {
            "time": "09:34",
            "open": 261.22,
            "high": 264.24,
            "low": 261.22,
            "close": 264.24,
            "amount_yi": 2.1038
          },
          {
            "time": "09:35",
            "open": 264.83,
            "high": 264.83,
            "low": 264.0,
            "close": 264.0,
            "amount_yi": 2.0317
          },
          {
            "time": "09:36",
            "open": 263.5,
            "high": 263.5,
            "low": 262.4,
            "close": 262.4,
            "amount_yi": 1.4921
          },
          {
            "time": "09:37",
            "open": 261.22,
            "high": 261.22,
            "low": 261.22,
            "close": 261.22,
            "amount_yi": 1.0247
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44490.52,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 261.22,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 256.94,
        "open": 258.0,
        "high": 264.88,
        "low": 256.95,
        "bid1": 261.22,
        "ask1": 261.32,
        "bid_qty1": 2,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300269:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.300269:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.300269",
      "name": "联建光电",
      "side": "BUY",
      "priority": "W12",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 5.7511,
      "price_vs_vwap_pct": 0.5025,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9938,
        "prev_amount_yi": 0.9288,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.07,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 5.68,
            "high": 5.75,
            "low": 5.68,
            "close": 5.75,
            "amount_yi": 0.3124
          },
          {
            "time": "09:34",
            "open": 5.74,
            "high": 5.79,
            "low": 5.74,
            "close": 5.79,
            "amount_yi": 0.2418
          },
          {
            "time": "09:35",
            "open": 5.83,
            "high": 5.85,
            "low": 5.83,
            "close": 5.85,
            "amount_yi": 0.212
          },
          {
            "time": "09:36",
            "open": 5.76,
            "high": 5.78,
            "low": 5.76,
            "close": 5.78,
            "amount_yi": 0.1438
          },
          {
            "time": "09:37",
            "open": 5.78,
            "high": 5.78,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.0838
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.78,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 5.51,
        "open": 5.88,
        "high": 5.89,
        "low": 5.6,
        "bid1": 5.77,
        "ask1": 5.78,
        "bid_qty1": 2325,
        "ask_qty1": 904
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300545:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.300545:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.300545",
      "name": "联得装备",
      "side": "BUY",
      "priority": "W13",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 46.2232,
      "price_vs_vwap_pct": -2.3218,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.597,
        "prev_amount_yi": 2.7161,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.588,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 45.34,
            "high": 45.34,
            "low": 44.8,
            "close": 44.8,
            "amount_yi": 0.536
          },
          {
            "time": "09:34",
            "open": 45.1,
            "high": 45.56,
            "low": 45.1,
            "close": 45.56,
            "amount_yi": 0.4392
          },
          {
            "time": "09:35",
            "open": 45.11,
            "high": 45.11,
            "low": 45.07,
            "close": 45.07,
            "amount_yi": 0.2682
          },
          {
            "time": "09:36",
            "open": 45.21,
            "high": 45.21,
            "low": 45.19,
            "close": 45.19,
            "amount_yi": 0.2366
          },
          {
            "time": "09:37",
            "open": 45.15,
            "high": 45.15,
            "low": 45.15,
            "close": 45.15,
            "amount_yi": 0.117
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 45.15,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 46.2,
        "open": 47.54,
        "high": 48.2,
        "low": 44.6,
        "bid1": 45.06,
        "ask1": 45.15,
        "bid_qty1": 41,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002587:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.002587:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002587",
      "name": "奥拓电子",
      "side": "BUY",
      "priority": "W14",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 7.6895,
      "price_vs_vwap_pct": -0.9038,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7415,
        "prev_amount_yi": 1.0625,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6979,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 7.61,
            "high": 7.62,
            "low": 7.61,
            "close": 7.62,
            "amount_yi": 0.1945
          },
          {
            "time": "09:34",
            "open": 7.64,
            "high": 7.64,
            "low": 7.64,
            "close": 7.64,
            "amount_yi": 0.2222
          },
          {
            "time": "09:35",
            "open": 7.61,
            "high": 7.63,
            "low": 7.61,
            "close": 7.63,
            "amount_yi": 0.1223
          },
          {
            "time": "09:36",
            "open": 7.6,
            "high": 7.63,
            "low": 7.6,
            "close": 7.63,
            "amount_yi": 0.1281
          },
          {
            "time": "09:37",
            "open": 7.62,
            "high": 7.62,
            "low": 7.62,
            "close": 7.62,
            "amount_yi": 0.0744
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.62,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 7.81,
        "open": 7.76,
        "high": 7.88,
        "low": 7.57,
        "bid1": 7.62,
        "ask1": 7.63,
        "bid_qty1": 53,
        "ask_qty1": 497
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000100:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.000100:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.000100",
      "name": "TCL科技",
      "side": "BUY",
      "priority": "W15",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 5.9598,
      "price_vs_vwap_pct": 1.1779,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 16.8383,
        "prev_amount_yi": 17.3324,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9715,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 5.91,
            "high": 5.92,
            "low": 5.91,
            "close": 5.92,
            "amount_yi": 3.6529
          },
          {
            "time": "09:34",
            "open": 5.95,
            "high": 5.98,
            "low": 5.95,
            "close": 5.98,
            "amount_yi": 3.4461
          },
          {
            "time": "09:35",
            "open": 5.97,
            "high": 6.0,
            "low": 5.97,
            "close": 6.0,
            "amount_yi": 3.9984
          },
          {
            "time": "09:36",
            "open": 6.02,
            "high": 6.02,
            "low": 6.02,
            "close": 6.02,
            "amount_yi": 3.8182
          },
          {
            "time": "09:37",
            "open": 6.03,
            "high": 6.03,
            "low": 6.03,
            "close": 6.03,
            "amount_yi": 1.9227
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.03,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 5.82,
        "open": 5.98,
        "high": 6.05,
        "low": 5.86,
        "bid1": 6.01,
        "ask1": 6.03,
        "bid_qty1": 550,
        "ask_qty1": 5858
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.301589:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.301589:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.301589",
      "name": "诺瓦星云",
      "side": "BUY",
      "priority": "W16",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 150.9,
      "exec_low": 150.9,
      "exec_high": 153.16,
      "invalid_price": 146.37,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 155.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 153.16,
      "dynamic_exec_high": null,
      "entry_zone_low": 148.64,
      "entry_zone_high": 153.16,
      "entry_risk_pct": null,
      "intraday_vwap": 146.691,
      "price_vs_vwap_pct": 0.1766,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0835,
        "prev_amount_yi": 0.0975,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8564,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 146.4,
            "high": 146.53,
            "low": 146.4,
            "close": 146.53,
            "amount_yi": 0.0323
          },
          {
            "time": "09:34",
            "open": 147.47,
            "high": 147.47,
            "low": 146.92,
            "close": 146.92,
            "amount_yi": 0.0135
          },
          {
            "time": "09:35",
            "open": 146.98,
            "high": 147.1,
            "low": 146.98,
            "close": 147.1,
            "amount_yi": 0.0175
          },
          {
            "time": "09:36",
            "open": 146.74,
            "high": 147.08,
            "low": 146.74,
            "close": 147.08,
            "amount_yi": 0.0123
          },
          {
            "time": "09:37",
            "open": 146.95,
            "high": 146.95,
            "low": 146.95,
            "close": 146.95,
            "amount_yi": 0.0079
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 146.95,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 148.98,
        "open": 147.0,
        "high": 147.58,
        "low": 145.01,
        "bid1": 146.9,
        "ask1": 146.95,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002983:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.002983:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002983",
      "name": "芯瑞达",
      "side": "BUY",
      "priority": "W17",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 27.79,
      "exec_low": 27.79,
      "exec_high": 28.21,
      "invalid_price": 26.96,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 28.62,
      "max_chase_pct": 1.5,
      "base_exec_high": 28.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.37,
      "entry_zone_high": 28.21,
      "entry_risk_pct": null,
      "intraday_vwap": 27.1322,
      "price_vs_vwap_pct": 0.4342,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.131,
        "prev_amount_yi": 0.1954,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6704,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 27.19,
            "high": 27.22,
            "low": 27.19,
            "close": 27.22,
            "amount_yi": 0.0361
          },
          {
            "time": "09:34",
            "open": 27.2,
            "high": 27.3,
            "low": 27.2,
            "close": 27.3,
            "amount_yi": 0.0301
          },
          {
            "time": "09:35",
            "open": 27.35,
            "high": 27.35,
            "low": 27.25,
            "close": 27.25,
            "amount_yi": 0.0245
          },
          {
            "time": "09:36",
            "open": 27.2,
            "high": 27.31,
            "low": 27.2,
            "close": 27.31,
            "amount_yi": 0.0261
          },
          {
            "time": "09:37",
            "open": 27.25,
            "high": 27.25,
            "low": 27.25,
            "close": 27.25,
            "amount_yi": 0.0142
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.25,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 27.68,
        "open": 27.26,
        "high": 27.46,
        "low": 26.82,
        "bid1": 27.25,
        "ask1": 27.26,
        "bid_qty1": 42,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.600060:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.600060:VWAP_RECLAIM",
      "symbol": "SHSE.600060",
      "name": "海信视像",
      "side": "BUY",
      "priority": "W18",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 28.6,
      "exec_low": 29.03,
      "exec_high": 29.03,
      "invalid_price": 27.74,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 29.46,
      "max_chase_pct": 1.5,
      "base_exec_high": 29.03,
      "dynamic_exec_high": null,
      "entry_zone_low": 28.17,
      "entry_zone_high": 29.03,
      "entry_risk_pct": null,
      "intraday_vwap": 27.4383,
      "price_vs_vwap_pct": -0.6498,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1741,
        "prev_amount_yi": 0.1558,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1175,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 27.4,
            "high": 27.4,
            "low": 27.38,
            "close": 27.38,
            "amount_yi": 0.042
          },
          {
            "time": "09:34",
            "open": 27.44,
            "high": 27.44,
            "low": 27.34,
            "close": 27.34,
            "amount_yi": 0.0321
          },
          {
            "time": "09:35",
            "open": 27.36,
            "high": 27.38,
            "low": 27.36,
            "close": 27.38,
            "amount_yi": 0.0529
          },
          {
            "time": "09:36",
            "open": 27.3,
            "high": 27.3,
            "low": 27.25,
            "close": 27.25,
            "amount_yi": 0.029
          },
          {
            "time": "09:37",
            "open": 27.26,
            "high": 27.26,
            "low": 27.26,
            "close": 27.26,
            "amount_yi": 0.0181
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.26,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 27.87,
        "open": 27.87,
        "high": 27.87,
        "low": 27.23,
        "bid1": 27.24,
        "ask1": 27.26,
        "bid_qty1": 30,
        "ask_qty1": 44
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300389:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300389:VWAP_RECLAIM",
      "symbol": "SZSE.300389",
      "name": "艾比森",
      "side": "BUY",
      "priority": "W19",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.86,
      "exec_low": 13.05,
      "exec_high": 13.05,
      "invalid_price": 12.47,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.05,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.67,
      "entry_zone_high": 13.05,
      "entry_risk_pct": null,
      "intraday_vwap": 12.7008,
      "price_vs_vwap_pct": 0.2299,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0514,
        "prev_amount_yi": 0.0394,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3046,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 12.72,
            "high": 12.72,
            "low": 12.7,
            "close": 12.7,
            "amount_yi": 0.0067
          },
          {
            "time": "09:34",
            "open": 12.67,
            "high": 12.67,
            "low": 12.63,
            "close": 12.63,
            "amount_yi": 0.0202
          },
          {
            "time": "09:35",
            "open": 12.68,
            "high": 12.71,
            "low": 12.68,
            "close": 12.71,
            "amount_yi": 0.018
          },
          {
            "time": "09:36",
            "open": 12.72,
            "high": 12.74,
            "low": 12.72,
            "close": 12.74,
            "amount_yi": 0.0037
          },
          {
            "time": "09:37",
            "open": 12.73,
            "high": 12.73,
            "low": 12.73,
            "close": 12.73,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.73,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 12.82,
        "open": 12.83,
        "high": 12.9,
        "low": 12.62,
        "bid1": 12.73,
        "ask1": 12.74,
        "bid_qty1": 27,
        "ask_qty1": 80
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000810:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.000810:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000810",
      "name": "创维数字",
      "side": "BUY",
      "priority": "W20",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.39,
      "exec_low": 13.39,
      "exec_high": 13.59,
      "invalid_price": 12.99,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.79,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.19,
      "entry_zone_high": 13.59,
      "entry_risk_pct": null,
      "intraday_vwap": 13.1407,
      "price_vs_vwap_pct": -0.3097,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2254,
        "prev_amount_yi": 0.3549,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6351,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 13.16,
            "high": 13.19,
            "low": 13.16,
            "close": 13.19,
            "amount_yi": 0.057
          },
          {
            "time": "09:34",
            "open": 13.17,
            "high": 13.17,
            "low": 13.12,
            "close": 13.12,
            "amount_yi": 0.0502
          },
          {
            "time": "09:35",
            "open": 13.11,
            "high": 13.11,
            "low": 13.06,
            "close": 13.06,
            "amount_yi": 0.048
          },
          {
            "time": "09:36",
            "open": 13.07,
            "high": 13.08,
            "low": 13.07,
            "close": 13.08,
            "amount_yi": 0.0471
          },
          {
            "time": "09:37",
            "open": 13.1,
            "high": 13.1,
            "low": 13.1,
            "close": 13.1,
            "amount_yi": 0.0231
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.1,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 13.25,
        "open": 13.26,
        "high": 13.26,
        "low": 13.04,
        "bid1": 13.09,
        "ask1": 13.1,
        "bid_qty1": 9,
        "ask_qty1": 33
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300219:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.300219:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300219",
      "name": "鸿利智汇",
      "side": "BUY",
      "priority": "W21",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 10.53,
      "exec_low": 10.53,
      "exec_high": 10.69,
      "invalid_price": 10.21,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.85,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.69,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.37,
      "entry_zone_high": 10.69,
      "entry_risk_pct": null,
      "intraday_vwap": 10.0467,
      "price_vs_vwap_pct": -0.3653,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9085,
        "prev_amount_yi": 0.7408,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2264,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 10.05,
            "high": 10.06,
            "low": 10.05,
            "close": 10.06,
            "amount_yi": 0.2205
          },
          {
            "time": "09:34",
            "open": 10.08,
            "high": 10.08,
            "low": 10.03,
            "close": 10.03,
            "amount_yi": 0.1173
          },
          {
            "time": "09:35",
            "open": 9.96,
            "high": 10.0,
            "low": 9.96,
            "close": 10.0,
            "amount_yi": 0.3354
          },
          {
            "time": "09:36",
            "open": 10.01,
            "high": 10.08,
            "low": 10.01,
            "close": 10.08,
            "amount_yi": 0.1657
          },
          {
            "time": "09:37",
            "open": 10.01,
            "high": 10.01,
            "low": 10.01,
            "close": 10.01,
            "amount_yi": 0.0696
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.01,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 10.43,
        "open": 10.16,
        "high": 10.22,
        "low": 9.92,
        "bid1": 9.99,
        "ask1": 10.01,
        "bid_qty1": 243,
        "ask_qty1": 651
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.605218:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SHSE.605218:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.605218",
      "name": "伟时电子",
      "side": "BUY",
      "priority": "W22",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 16.66,
      "exec_low": 16.66,
      "exec_high": 16.91,
      "invalid_price": 16.16,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 17.16,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.91,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.41,
      "entry_zone_high": 16.91,
      "entry_risk_pct": 3.8095,
      "intraday_vwap": 16.5416,
      "price_vs_vwap_pct": 1.5621,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0577,
        "prev_amount_yi": 0.0277,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.083,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 16.59,
            "high": 16.59,
            "low": 16.56,
            "close": 16.56,
            "amount_yi": 0.0048
          },
          {
            "time": "09:34",
            "open": 16.51,
            "high": 16.52,
            "low": 16.51,
            "close": 16.52,
            "amount_yi": 0.0073
          },
          {
            "time": "09:35",
            "open": 16.47,
            "high": 16.47,
            "low": 16.38,
            "close": 16.38,
            "amount_yi": 0.0131
          },
          {
            "time": "09:36",
            "open": 16.67,
            "high": 16.79,
            "low": 16.67,
            "close": 16.79,
            "amount_yi": 0.0256
          },
          {
            "time": "09:37",
            "open": 16.8,
            "high": 16.8,
            "low": 16.8,
            "close": 16.8,
            "amount_yi": 0.0069
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44490.52,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.8,
        "ts": "2026-07-01T09:37:16",
        "prev_close": 16.53,
        "open": 16.44,
        "high": 16.83,
        "low": 16.38,
        "bid1": 16.76,
        "ask1": 16.8,
        "bid_qty1": 1,
        "ask_qty1": 40
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002449:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.002449:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002449",
      "name": "国星光电",
      "side": "BUY",
      "priority": "W23",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 7.8,
      "exec_low": 7.8,
      "exec_high": 7.92,
      "invalid_price": 7.57,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.03,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.92,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.68,
      "entry_zone_high": 7.92,
      "entry_risk_pct": null,
      "intraday_vwap": 7.6383,
      "price_vs_vwap_pct": -0.2396,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1445,
        "prev_amount_yi": 0.1062,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3606,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 7.69,
            "high": 7.69,
            "low": 7.64,
            "close": 7.64,
            "amount_yi": 0.0267
          },
          {
            "time": "09:34",
            "open": 7.63,
            "high": 7.63,
            "low": 7.62,
            "close": 7.62,
            "amount_yi": 0.0662
          },
          {
            "time": "09:35",
            "open": 7.62,
            "high": 7.62,
            "low": 7.61,
            "close": 7.61,
            "amount_yi": 0.018
          },
          {
            "time": "09:36",
            "open": 7.6,
            "high": 7.62,
            "low": 7.6,
            "close": 7.62,
            "amount_yi": 0.022
          },
          {
            "time": "09:37",
            "open": 7.62,
            "high": 7.62,
            "low": 7.62,
            "close": 7.62,
            "amount_yi": 0.0116
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.62,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 7.75,
        "open": 7.73,
        "high": 7.75,
        "low": 7.58,
        "bid1": 7.62,
        "ask1": 7.63,
        "bid_qty1": 3,
        "ask_qty1": 277
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300232:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300232:VWAP_RECLAIM",
      "symbol": "SZSE.300232",
      "name": "洲明科技",
      "side": "BUY",
      "priority": "W24",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.79,
      "exec_low": 5.88,
      "exec_high": 5.88,
      "invalid_price": 5.62,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.96,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.7,
      "entry_zone_high": 5.88,
      "entry_risk_pct": null,
      "intraday_vwap": 5.6794,
      "price_vs_vwap_pct": -0.6937,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1009,
        "prev_amount_yi": 0.07,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4414,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 5.66,
            "high": 5.66,
            "low": 5.66,
            "close": 5.66,
            "amount_yi": 0.0339
          },
          {
            "time": "09:34",
            "open": 5.66,
            "high": 5.66,
            "low": 5.63,
            "close": 5.63,
            "amount_yi": 0.0326
          },
          {
            "time": "09:35",
            "open": 5.64,
            "high": 5.64,
            "low": 5.64,
            "close": 5.64,
            "amount_yi": 0.0185
          },
          {
            "time": "09:36",
            "open": 5.64,
            "high": 5.64,
            "low": 5.64,
            "close": 5.64,
            "amount_yi": 0.0095
          },
          {
            "time": "09:37",
            "open": 5.64,
            "high": 5.64,
            "low": 5.64,
            "close": 5.64,
            "amount_yi": 0.0064
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.64,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 5.73,
        "open": 5.75,
        "high": 5.75,
        "low": 5.62,
        "bid1": 5.63,
        "ask1": 5.64,
        "bid_qty1": 1346,
        "ask_qty1": 216
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002008:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.002008:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002008",
      "name": "大族激光",
      "side": "BUY",
      "priority": "W25",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 155.32,
      "exec_low": 155.32,
      "exec_high": 157.65,
      "invalid_price": 150.66,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 159.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 157.65,
      "dynamic_exec_high": null,
      "entry_zone_low": 152.99,
      "entry_zone_high": 157.65,
      "entry_risk_pct": null,
      "intraday_vwap": 147.5192,
      "price_vs_vwap_pct": -0.0672,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.9445,
        "prev_amount_yi": 7.0523,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7011,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 148.27,
            "high": 148.92,
            "low": 148.27,
            "close": 148.92,
            "amount_yi": 1.3224
          },
          {
            "time": "09:34",
            "open": 148.2,
            "high": 148.2,
            "low": 148.2,
            "close": 148.2,
            "amount_yi": 1.2322
          },
          {
            "time": "09:35",
            "open": 149.11,
            "high": 149.11,
            "low": 148.43,
            "close": 148.43,
            "amount_yi": 0.8669
          },
          {
            "time": "09:36",
            "open": 148.42,
            "high": 148.42,
            "low": 147.4,
            "close": 147.4,
            "amount_yi": 1.0992
          },
          {
            "time": "09:37",
            "open": 147.42,
            "high": 147.42,
            "low": 147.42,
            "close": 147.42,
            "amount_yi": 0.4238
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 147.42,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 150.11,
        "open": 149.0,
        "high": 149.33,
        "low": 145.18,
        "bid1": 147.4,
        "ask1": 147.49,
        "bid_qty1": 47,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300296:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.300296:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300296",
      "name": "利亚德",
      "side": "BUY",
      "priority": "W26",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 5.68,
      "exec_low": 5.68,
      "exec_high": 5.77,
      "invalid_price": 5.51,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.85,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.77,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.59,
      "entry_zone_high": 5.77,
      "entry_risk_pct": null,
      "intraday_vwap": 5.4835,
      "price_vs_vwap_pct": -0.4286,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.49,
        "prev_amount_yi": 0.4683,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0463,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 5.49,
            "high": 5.49,
            "low": 5.49,
            "close": 5.49,
            "amount_yi": 0.1033
          },
          {
            "time": "09:34",
            "open": 5.46,
            "high": 5.46,
            "low": 5.45,
            "close": 5.45,
            "amount_yi": 0.1709
          },
          {
            "time": "09:35",
            "open": 5.45,
            "high": 5.46,
            "low": 5.45,
            "close": 5.46,
            "amount_yi": 0.104
          },
          {
            "time": "09:36",
            "open": 5.46,
            "high": 5.47,
            "low": 5.46,
            "close": 5.47,
            "amount_yi": 0.0832
          },
          {
            "time": "09:37",
            "open": 5.46,
            "high": 5.46,
            "low": 5.46,
            "close": 5.46,
            "amount_yi": 0.0286
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.46,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 5.6,
        "open": 5.55,
        "high": 5.56,
        "low": 5.44,
        "bid1": 5.46,
        "ask1": 5.47,
        "bid_qty1": 1808,
        "ask_qty1": 64
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000050:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.000050:VWAP_RECLAIM",
      "symbol": "SZSE.000050",
      "name": "深天马Ａ",
      "side": "BUY",
      "priority": "W27",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.41,
      "exec_low": 10.57,
      "exec_high": 10.57,
      "invalid_price": 10.1,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.72,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.57,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.25,
      "entry_zone_high": 10.57,
      "entry_risk_pct": null,
      "intraday_vwap": 9.6931,
      "price_vs_vwap_pct": -0.651,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.484,
        "prev_amount_yi": 0.7064,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6852,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 9.66,
            "high": 9.7,
            "low": 9.66,
            "close": 9.7,
            "amount_yi": 0.112
          },
          {
            "time": "09:34",
            "open": 9.66,
            "high": 9.67,
            "low": 9.66,
            "close": 9.67,
            "amount_yi": 0.097
          },
          {
            "time": "09:35",
            "open": 9.63,
            "high": 9.67,
            "low": 9.63,
            "close": 9.67,
            "amount_yi": 0.1243
          },
          {
            "time": "09:36",
            "open": 9.68,
            "high": 9.68,
            "low": 9.67,
            "close": 9.67,
            "amount_yi": 0.0737
          },
          {
            "time": "09:37",
            "open": 9.63,
            "high": 9.63,
            "low": 9.63,
            "close": 9.63,
            "amount_yi": 0.077
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.63,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 9.91,
        "open": 9.9,
        "high": 9.94,
        "low": 9.54,
        "bid1": 9.62,
        "ask1": 9.63,
        "bid_qty1": 723,
        "ask_qty1": 186
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300939:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300939:VWAP_RECLAIM",
      "symbol": "SZSE.300939",
      "name": "秋田微",
      "side": "BUY",
      "priority": "W28",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 69.65,
      "exec_low": 70.69,
      "exec_high": 70.69,
      "invalid_price": 67.56,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 71.74,
      "max_chase_pct": 1.5,
      "base_exec_high": 70.69,
      "dynamic_exec_high": null,
      "entry_zone_low": 68.61,
      "entry_zone_high": 70.69,
      "entry_risk_pct": null,
      "intraday_vwap": 68.2742,
      "price_vs_vwap_pct": 1.356,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1811,
        "prev_amount_yi": 0.1775,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0203,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 68.33,
            "high": 68.62,
            "low": 68.33,
            "close": 68.62,
            "amount_yi": 0.0529
          },
          {
            "time": "09:34",
            "open": 68.24,
            "high": 68.24,
            "low": 68.13,
            "close": 68.13,
            "amount_yi": 0.0283
          },
          {
            "time": "09:35",
            "open": 68.48,
            "high": 68.48,
            "low": 68.34,
            "close": 68.34,
            "amount_yi": 0.0217
          },
          {
            "time": "09:36",
            "open": 68.77,
            "high": 68.78,
            "low": 68.77,
            "close": 68.78,
            "amount_yi": 0.0412
          },
          {
            "time": "09:37",
            "open": 69.2,
            "high": 69.2,
            "low": 69.2,
            "close": 69.2,
            "amount_yi": 0.037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 69.2,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 69.2,
        "open": 68.65,
        "high": 69.22,
        "low": 67.5,
        "bid1": 68.97,
        "ask1": 69.16,
        "bid_qty1": 1,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002217:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002217:VWAP_RECLAIM",
      "symbol": "SZSE.002217",
      "name": "ST合力泰",
      "side": "BUY",
      "priority": "W29",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 1.86,
      "exec_low": 1.89,
      "exec_high": 1.89,
      "invalid_price": 1.8,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 1.92,
      "max_chase_pct": 1.5,
      "base_exec_high": 1.89,
      "dynamic_exec_high": null,
      "entry_zone_low": 1.83,
      "entry_zone_high": 1.89,
      "entry_risk_pct": null,
      "intraday_vwap": 1.77,
      "price_vs_vwap_pct": 0.0,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0907,
        "prev_amount_yi": 0.0831,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0915,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.0194
          },
          {
            "time": "09:34",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.0231
          },
          {
            "time": "09:35",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.0239
          },
          {
            "time": "09:36",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.0171
          },
          {
            "time": "09:37",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.0072
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 1.77,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 1.86,
        "open": 1.77,
        "high": 1.77,
        "low": 1.77,
        "bid1": 0.0,
        "ask1": 1.77,
        "bid_qty1": 0,
        "ask_qty1": 3774826
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603773:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.603773:VWAP_RECLAIM",
      "symbol": "SHSE.603773",
      "name": "沃格光电",
      "side": "BUY",
      "priority": "W30",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 173.57,
      "exec_low": 176.17,
      "exec_high": 176.17,
      "invalid_price": 168.36,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 178.78,
      "max_chase_pct": 1.5,
      "base_exec_high": 176.17,
      "dynamic_exec_high": null,
      "entry_zone_low": 170.97,
      "entry_zone_high": 176.17,
      "entry_risk_pct": null,
      "intraday_vwap": 156.4255,
      "price_vs_vwap_pct": -1.8063,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.05,
        "prev_amount_yi": 3.6834,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6425,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 155.0,
            "high": 157.0,
            "low": 155.0,
            "close": 157.0,
            "amount_yi": 2.0822
          },
          {
            "time": "09:34",
            "open": 156.17,
            "high": 156.17,
            "low": 155.66,
            "close": 155.66,
            "amount_yi": 1.3446
          },
          {
            "time": "09:35",
            "open": 156.04,
            "high": 157.0,
            "low": 156.04,
            "close": 157.0,
            "amount_yi": 0.9322
          },
          {
            "time": "09:36",
            "open": 155.66,
            "high": 155.66,
            "low": 155.0,
            "close": 155.0,
            "amount_yi": 0.9203
          },
          {
            "time": "09:37",
            "open": 153.6,
            "high": 153.6,
            "low": 153.6,
            "close": 153.6,
            "amount_yi": 0.7707
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 153.6,
        "ts": "2026-07-01T09:37:16",
        "prev_close": 162.97,
        "open": 157.01,
        "high": 160.0,
        "low": 153.51,
        "bid1": 153.52,
        "ask1": 153.6,
        "bid_qty1": 3,
        "ask_qty1": 13
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300632:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300632:VWAP_RECLAIM",
      "symbol": "SZSE.300632",
      "name": "光莆股份",
      "side": "BUY",
      "priority": "W31",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 29.44,
      "exec_low": 29.88,
      "exec_high": 29.88,
      "invalid_price": 28.56,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 30.32,
      "max_chase_pct": 1.5,
      "base_exec_high": 29.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 29.0,
      "entry_zone_high": 29.88,
      "entry_risk_pct": null,
      "intraday_vwap": 27.8073,
      "price_vs_vwap_pct": -1.177,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.892,
        "prev_amount_yi": 0.3979,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2418,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 27.74,
            "high": 27.74,
            "low": 27.63,
            "close": 27.63,
            "amount_yi": 0.1987
          },
          {
            "time": "09:34",
            "open": 27.61,
            "high": 27.61,
            "low": 27.4,
            "close": 27.4,
            "amount_yi": 0.2118
          },
          {
            "time": "09:35",
            "open": 27.66,
            "high": 27.66,
            "low": 27.65,
            "close": 27.65,
            "amount_yi": 0.1911
          },
          {
            "time": "09:36",
            "open": 27.53,
            "high": 27.65,
            "low": 27.53,
            "close": 27.65,
            "amount_yi": 0.2104
          },
          {
            "time": "09:37",
            "open": 27.48,
            "high": 27.48,
            "low": 27.48,
            "close": 27.48,
            "amount_yi": 0.08
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.48,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 28.55,
        "open": 28.62,
        "high": 28.8,
        "low": 27.33,
        "bid1": 27.47,
        "ask1": 27.48,
        "bid_qty1": 20,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603936:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.603936:VWAP_RECLAIM",
      "symbol": "SHSE.603936",
      "name": "博敏电子",
      "side": "BUY",
      "priority": "W32",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 26.79,
      "exec_low": 27.19,
      "exec_high": 27.19,
      "invalid_price": 25.99,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 27.59,
      "max_chase_pct": 1.5,
      "base_exec_high": 27.19,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.39,
      "entry_zone_high": 27.19,
      "entry_risk_pct": null,
      "intraday_vwap": 26.1837,
      "price_vs_vwap_pct": -0.587,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8591,
        "prev_amount_yi": 0.5675,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5138,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 26.3,
            "high": 26.3,
            "low": 26.22,
            "close": 26.22,
            "amount_yi": 0.1481
          },
          {
            "time": "09:34",
            "open": 26.14,
            "high": 26.14,
            "low": 26.09,
            "close": 26.09,
            "amount_yi": 0.1874
          },
          {
            "time": "09:35",
            "open": 26.1,
            "high": 26.1,
            "low": 26.08,
            "close": 26.08,
            "amount_yi": 0.2334
          },
          {
            "time": "09:36",
            "open": 26.2,
            "high": 26.2,
            "low": 26.11,
            "close": 26.11,
            "amount_yi": 0.1601
          },
          {
            "time": "09:37",
            "open": 26.03,
            "high": 26.03,
            "low": 26.03,
            "close": 26.03,
            "amount_yi": 0.1301
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.03,
        "ts": "2026-07-01T09:37:14",
        "prev_close": 26.71,
        "open": 26.41,
        "high": 26.43,
        "low": 26.02,
        "bid1": 26.03,
        "ask1": 26.04,
        "bid_qty1": 51,
        "ask_qty1": 258
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002429:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002429:VWAP_RECLAIM",
      "symbol": "SZSE.002429",
      "name": "兆驰股份",
      "side": "BUY",
      "priority": "W33",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.65,
      "exec_low": 10.81,
      "exec_high": 10.81,
      "invalid_price": 10.33,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.81,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.49,
      "entry_zone_high": 10.81,
      "entry_risk_pct": null,
      "intraday_vwap": 10.534,
      "price_vs_vwap_pct": 0.3418,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8212,
        "prev_amount_yi": 0.3824,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1475,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 10.69,
            "high": 10.69,
            "low": 10.65,
            "close": 10.65,
            "amount_yi": 0.3164
          },
          {
            "time": "09:34",
            "open": 10.7,
            "high": 10.7,
            "low": 10.68,
            "close": 10.68,
            "amount_yi": 0.2852
          },
          {
            "time": "09:35",
            "open": 10.62,
            "high": 10.62,
            "low": 10.56,
            "close": 10.56,
            "amount_yi": 0.0745
          },
          {
            "time": "09:36",
            "open": 10.58,
            "high": 10.58,
            "low": 10.56,
            "close": 10.56,
            "amount_yi": 0.0972
          },
          {
            "time": "09:37",
            "open": 10.57,
            "high": 10.57,
            "low": 10.57,
            "close": 10.57,
            "amount_yi": 0.0479
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.57,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 10.39,
        "open": 10.39,
        "high": 10.76,
        "low": 10.23,
        "bid1": 10.55,
        "ask1": 10.57,
        "bid_qty1": 9,
        "ask_qty1": 24
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603212:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SHSE.603212:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.603212",
      "name": "赛伍技术",
      "side": "BUY",
      "priority": "W34",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 12.6708,
      "price_vs_vwap_pct": 1.651,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4798,
        "prev_amount_yi": 0.4772,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0054,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 12.77,
            "high": 12.8,
            "low": 12.77,
            "close": 12.8,
            "amount_yi": 0.177
          },
          {
            "time": "09:34",
            "open": 12.84,
            "high": 12.84,
            "low": 12.75,
            "close": 12.75,
            "amount_yi": 0.1394
          },
          {
            "time": "09:35",
            "open": 12.75,
            "high": 12.75,
            "low": 12.67,
            "close": 12.67,
            "amount_yi": 0.0575
          },
          {
            "time": "09:36",
            "open": 12.65,
            "high": 12.69,
            "low": 12.65,
            "close": 12.69,
            "amount_yi": 0.0451
          },
          {
            "time": "09:37",
            "open": 12.88,
            "high": 12.88,
            "low": 12.88,
            "close": 12.88,
            "amount_yi": 0.0608
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.88,
        "ts": "2026-07-01T09:37:14",
        "prev_close": 12.24,
        "open": 12.51,
        "high": 12.88,
        "low": 12.48,
        "bid1": 12.88,
        "ask1": 12.89,
        "bid_qty1": 42,
        "ask_qty1": 128
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002036:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.002036:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002036",
      "name": "联创电子",
      "side": "BUY",
      "priority": "W35",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 7.6165,
      "price_vs_vwap_pct": -0.0853,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4566,
        "prev_amount_yi": 0.7471,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6112,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 7.62,
            "high": 7.62,
            "low": 7.6,
            "close": 7.6,
            "amount_yi": 0.1412
          },
          {
            "time": "09:34",
            "open": 7.6,
            "high": 7.62,
            "low": 7.6,
            "close": 7.62,
            "amount_yi": 0.1122
          },
          {
            "time": "09:35",
            "open": 7.61,
            "high": 7.61,
            "low": 7.6,
            "close": 7.6,
            "amount_yi": 0.0519
          },
          {
            "time": "09:36",
            "open": 7.62,
            "high": 7.64,
            "low": 7.62,
            "close": 7.64,
            "amount_yi": 0.0859
          },
          {
            "time": "09:37",
            "open": 7.61,
            "high": 7.61,
            "low": 7.61,
            "close": 7.61,
            "amount_yi": 0.0654
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.61,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 7.57,
        "open": 7.7,
        "high": 7.73,
        "low": 7.51,
        "bid1": 7.6,
        "ask1": 7.61,
        "bid_qty1": 411,
        "ask_qty1": 42
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002106:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.002106:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002106",
      "name": "莱宝高科",
      "side": "BUY",
      "priority": "W36",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 16.8482,
      "price_vs_vwap_pct": 0.5449,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.4947,
        "prev_amount_yi": 1.9609,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7623,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 16.84,
            "high": 16.9,
            "low": 16.84,
            "close": 16.9,
            "amount_yi": 0.44
          },
          {
            "time": "09:34",
            "open": 16.94,
            "high": 16.94,
            "low": 16.9,
            "close": 16.9,
            "amount_yi": 0.3051
          },
          {
            "time": "09:35",
            "open": 16.78,
            "high": 16.78,
            "low": 16.71,
            "close": 16.71,
            "amount_yi": 0.4805
          },
          {
            "time": "09:36",
            "open": 16.84,
            "high": 16.96,
            "low": 16.84,
            "close": 16.96,
            "amount_yi": 0.1428
          },
          {
            "time": "09:37",
            "open": 16.94,
            "high": 16.94,
            "low": 16.94,
            "close": 16.94,
            "amount_yi": 0.1263
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.94,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 17.52,
        "open": 17.35,
        "high": 17.35,
        "low": 16.5,
        "bid1": 16.94,
        "ask1": 16.96,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300567:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.300567:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300567",
      "name": "精测电子",
      "side": "BUY",
      "priority": "W37",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 324.55,
      "exec_low": 324.55,
      "exec_high": 329.42,
      "invalid_price": 314.81,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 334.29,
      "max_chase_pct": 1.5,
      "base_exec_high": 329.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 319.68,
      "entry_zone_high": 329.42,
      "entry_risk_pct": null,
      "intraday_vwap": 317.5826,
      "price_vs_vwap_pct": 0.0244,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.5057,
        "prev_amount_yi": 2.1069,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7147,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 320.39,
            "high": 320.39,
            "low": 317.58,
            "close": 317.58,
            "amount_yi": 0.4878
          },
          {
            "time": "09:34",
            "open": 317.34,
            "high": 318.05,
            "low": 317.34,
            "close": 318.05,
            "amount_yi": 0.3015
          },
          {
            "time": "09:35",
            "open": 318.66,
            "high": 318.66,
            "low": 317.99,
            "close": 317.99,
            "amount_yi": 0.3112
          },
          {
            "time": "09:36",
            "open": 319.1,
            "high": 319.1,
            "low": 318.27,
            "close": 318.27,
            "amount_yi": 0.2434
          },
          {
            "time": "09:37",
            "open": 317.66,
            "high": 317.66,
            "low": 317.66,
            "close": 317.66,
            "amount_yi": 0.1618
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 317.66,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 317.6,
        "open": 317.36,
        "high": 321.46,
        "low": 312.73,
        "bid1": 316.01,
        "ask1": 317.66,
        "bid_qty1": 5,
        "ask_qty1": 15
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000045:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.000045:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000045",
      "name": "深纺织Ａ",
      "side": "BUY",
      "priority": "W38",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 10.64,
      "exec_low": 10.64,
      "exec_high": 10.8,
      "invalid_price": 10.32,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.96,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.8,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.48,
      "entry_zone_high": 10.8,
      "entry_risk_pct": null,
      "intraday_vwap": 10.3772,
      "price_vs_vwap_pct": -0.3585,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0646,
        "prev_amount_yi": 0.048,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3458,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 10.39,
            "high": 10.39,
            "low": 10.39,
            "close": 10.39,
            "amount_yi": 0.011
          },
          {
            "time": "09:34",
            "open": 10.36,
            "high": 10.36,
            "low": 10.32,
            "close": 10.32,
            "amount_yi": 0.0132
          },
          {
            "time": "09:35",
            "open": 10.28,
            "high": 10.31,
            "low": 10.28,
            "close": 10.31,
            "amount_yi": 0.0271
          },
          {
            "time": "09:36",
            "open": 10.3,
            "high": 10.33,
            "low": 10.3,
            "close": 10.33,
            "amount_yi": 0.0099
          },
          {
            "time": "09:37",
            "open": 10.34,
            "high": 10.34,
            "low": 10.34,
            "close": 10.34,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.34,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 10.54,
        "open": 10.55,
        "high": 10.55,
        "low": 10.28,
        "bid1": 10.33,
        "ask1": 10.34,
        "bid_qty1": 958,
        "ask_qty1": 63
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002456:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.002456:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002456",
      "name": "欧菲光",
      "side": "BUY",
      "priority": "W39",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 9.65,
      "exec_low": 9.65,
      "exec_high": 9.79,
      "invalid_price": 9.36,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 9.94,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.79,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.51,
      "entry_zone_high": 9.79,
      "entry_risk_pct": null,
      "intraday_vwap": 9.4045,
      "price_vs_vwap_pct": -0.1542,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9517,
        "prev_amount_yi": 0.8983,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0594,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 9.4,
            "high": 9.4,
            "low": 9.37,
            "close": 9.37,
            "amount_yi": 0.2056
          },
          {
            "time": "09:34",
            "open": 9.36,
            "high": 9.36,
            "low": 9.33,
            "close": 9.33,
            "amount_yi": 0.3248
          },
          {
            "time": "09:35",
            "open": 9.33,
            "high": 9.35,
            "low": 9.33,
            "close": 9.35,
            "amount_yi": 0.1819
          },
          {
            "time": "09:36",
            "open": 9.37,
            "high": 9.39,
            "low": 9.37,
            "close": 9.39,
            "amount_yi": 0.1607
          },
          {
            "time": "09:37",
            "open": 9.39,
            "high": 9.39,
            "low": 9.39,
            "close": 9.39,
            "amount_yi": 0.0787
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.39,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 9.46,
        "open": 9.5,
        "high": 9.54,
        "low": 9.32,
        "bid1": 9.37,
        "ask1": 9.39,
        "bid_qty1": 704,
        "ask_qty1": 70
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002643:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.002643:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002643",
      "name": "万润股份",
      "side": "BUY",
      "priority": "W40",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 21.16,
      "exec_low": 21.16,
      "exec_high": 21.48,
      "invalid_price": 20.53,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 21.79,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.48,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.84,
      "entry_zone_high": 21.48,
      "entry_risk_pct": null,
      "intraday_vwap": 21.4057,
      "price_vs_vwap_pct": 1.515,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.2213,
        "prev_amount_yi": 0.7366,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.658,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 21.55,
            "high": 21.55,
            "low": 21.31,
            "close": 21.31,
            "amount_yi": 0.2768
          },
          {
            "time": "09:34",
            "open": 21.33,
            "high": 21.33,
            "low": 21.27,
            "close": 21.27,
            "amount_yi": 0.1398
          },
          {
            "time": "09:35",
            "open": 21.58,
            "high": 21.58,
            "low": 21.53,
            "close": 21.53,
            "amount_yi": 0.2343
          },
          {
            "time": "09:36",
            "open": 21.85,
            "high": 21.92,
            "low": 21.85,
            "close": 21.92,
            "amount_yi": 0.4163
          },
          {
            "time": "09:37",
            "open": 21.73,
            "high": 21.73,
            "low": 21.73,
            "close": 21.73,
            "amount_yi": 0.1541
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.73,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 20.95,
        "open": 21.0,
        "high": 22.14,
        "low": 20.81,
        "bid1": 21.74,
        "ask1": 21.75,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002876:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002876:VWAP_RECLAIM",
      "symbol": "SZSE.002876",
      "name": "三利谱",
      "side": "BUY",
      "priority": "W41",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 35.21,
      "exec_low": 35.74,
      "exec_high": 35.74,
      "invalid_price": 34.15,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 36.27,
      "max_chase_pct": 1.5,
      "base_exec_high": 35.74,
      "dynamic_exec_high": null,
      "entry_zone_low": 34.68,
      "entry_zone_high": 35.74,
      "entry_risk_pct": null,
      "intraday_vwap": 34.5943,
      "price_vs_vwap_pct": 1.6931,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3345,
        "prev_amount_yi": 0.3722,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8987,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 34.73,
            "high": 34.93,
            "low": 34.73,
            "close": 34.93,
            "amount_yi": 0.102
          },
          {
            "time": "09:34",
            "open": 35.11,
            "high": 35.11,
            "low": 35.05,
            "close": 35.05,
            "amount_yi": 0.0911
          },
          {
            "time": "09:35",
            "open": 34.95,
            "high": 34.95,
            "low": 34.92,
            "close": 34.92,
            "amount_yi": 0.0645
          },
          {
            "time": "09:36",
            "open": 35.08,
            "high": 35.08,
            "low": 35.01,
            "close": 35.01,
            "amount_yi": 0.043
          },
          {
            "time": "09:37",
            "open": 35.18,
            "high": 35.18,
            "low": 35.18,
            "close": 35.18,
            "amount_yi": 0.0339
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.18,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 35.21,
        "open": 34.58,
        "high": 35.27,
        "low": 34.16,
        "bid1": 35.15,
        "ask1": 35.18,
        "bid_qty1": 16,
        "ask_qty1": 33
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300088:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300088:VWAP_RECLAIM",
      "symbol": "SZSE.300088",
      "name": "长信科技",
      "side": "BUY",
      "priority": "W42",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.15,
      "exec_low": 12.33,
      "exec_high": 12.33,
      "invalid_price": 11.79,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.33,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.97,
      "entry_zone_high": 12.33,
      "entry_risk_pct": null,
      "intraday_vwap": 11.3373,
      "price_vs_vwap_pct": -0.2408,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.6097,
        "prev_amount_yi": 4.627,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7801,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 11.25,
            "high": 11.25,
            "low": 11.21,
            "close": 11.21,
            "amount_yi": 0.9987
          },
          {
            "time": "09:34",
            "open": 11.19,
            "high": 11.21,
            "low": 11.19,
            "close": 11.21,
            "amount_yi": 1.1675
          },
          {
            "time": "09:35",
            "open": 11.2,
            "high": 11.29,
            "low": 11.2,
            "close": 11.29,
            "amount_yi": 0.6536
          },
          {
            "time": "09:36",
            "open": 11.37,
            "high": 11.38,
            "low": 11.37,
            "close": 11.38,
            "amount_yi": 0.5541
          },
          {
            "time": "09:37",
            "open": 11.31,
            "high": 11.31,
            "low": 11.31,
            "close": 11.31,
            "amount_yi": 0.2358
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.31,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 11.6,
        "open": 11.55,
        "high": 11.66,
        "low": 11.15,
        "bid1": 11.3,
        "ask1": 11.31,
        "bid_qty1": 3111,
        "ask_qty1": 621
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002387:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002387:VWAP_RECLAIM",
      "symbol": "SZSE.002387",
      "name": "维信诺",
      "side": "BUY",
      "priority": "W43",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.05,
      "exec_low": 9.19,
      "exec_high": 9.19,
      "invalid_price": 8.78,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 9.32,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.19,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.91,
      "entry_zone_high": 9.19,
      "entry_risk_pct": null,
      "intraday_vwap": 8.9003,
      "price_vs_vwap_pct": 1.1202,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2449,
        "prev_amount_yi": 0.2489,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9839,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 8.86,
            "high": 8.89,
            "low": 8.86,
            "close": 8.89,
            "amount_yi": 0.0403
          },
          {
            "time": "09:34",
            "open": 8.89,
            "high": 8.91,
            "low": 8.89,
            "close": 8.91,
            "amount_yi": 0.0384
          },
          {
            "time": "09:35",
            "open": 8.99,
            "high": 8.99,
            "low": 8.98,
            "close": 8.98,
            "amount_yi": 0.0557
          },
          {
            "time": "09:36",
            "open": 9.01,
            "high": 9.02,
            "low": 9.01,
            "close": 9.02,
            "amount_yi": 0.0763
          },
          {
            "time": "09:37",
            "open": 9.0,
            "high": 9.0,
            "low": 9.0,
            "close": 9.0,
            "amount_yi": 0.0342
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.0,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 9.0,
        "open": 8.87,
        "high": 9.05,
        "low": 8.81,
        "bid1": 8.98,
        "ask1": 9.0,
        "bid_qty1": 5,
        "ask_qty1": 28
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300400:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300400:VWAP_RECLAIM",
      "symbol": "SZSE.300400",
      "name": "劲拓股份",
      "side": "BUY",
      "priority": "W44",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 38.1,
      "exec_low": 38.67,
      "exec_high": 38.67,
      "invalid_price": 36.96,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 39.24,
      "max_chase_pct": 1.5,
      "base_exec_high": 38.67,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.53,
      "entry_zone_high": 38.67,
      "entry_risk_pct": null,
      "intraday_vwap": 37.7485,
      "price_vs_vwap_pct": -1.4001,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2278,
        "prev_amount_yi": 0.3372,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6756,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 37.88,
            "high": 37.93,
            "low": 37.88,
            "close": 37.93,
            "amount_yi": 0.0726
          },
          {
            "time": "09:34",
            "open": 37.76,
            "high": 37.76,
            "low": 37.64,
            "close": 37.64,
            "amount_yi": 0.0395
          },
          {
            "time": "09:35",
            "open": 37.65,
            "high": 37.65,
            "low": 37.53,
            "close": 37.53,
            "amount_yi": 0.0492
          },
          {
            "time": "09:36",
            "open": 37.55,
            "high": 37.55,
            "low": 37.4,
            "close": 37.4,
            "amount_yi": 0.0402
          },
          {
            "time": "09:37",
            "open": 37.22,
            "high": 37.22,
            "low": 37.22,
            "close": 37.22,
            "amount_yi": 0.0263
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.22,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 37.65,
        "open": 37.65,
        "high": 38.26,
        "low": 37.22,
        "bid1": 37.22,
        "ask1": 37.24,
        "bid_qty1": 10,
        "ask_qty1": 17
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300054:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300054:VWAP_RECLAIM",
      "symbol": "SZSE.300054",
      "name": "鼎龙股份",
      "side": "BUY",
      "priority": "W45",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 106.55,
      "exec_low": 108.15,
      "exec_high": 108.15,
      "invalid_price": 103.35,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 109.75,
      "max_chase_pct": 1.5,
      "base_exec_high": 108.15,
      "dynamic_exec_high": null,
      "entry_zone_low": 104.95,
      "entry_zone_high": 108.15,
      "entry_risk_pct": null,
      "intraday_vwap": 107.494,
      "price_vs_vwap_pct": 1.1684,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 5.27,
        "prev_amount_yi": 3.1665,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6643,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 108.73,
            "high": 108.73,
            "low": 107.64,
            "close": 107.64,
            "amount_yi": 1.1765
          },
          {
            "time": "09:34",
            "open": 108.62,
            "high": 108.62,
            "low": 108.2,
            "close": 108.2,
            "amount_yi": 0.9835
          },
          {
            "time": "09:35",
            "open": 107.81,
            "high": 108.4,
            "low": 107.81,
            "close": 108.4,
            "amount_yi": 0.99
          },
          {
            "time": "09:36",
            "open": 109.15,
            "high": 109.36,
            "low": 109.15,
            "close": 109.36,
            "amount_yi": 1.3922
          },
          {
            "time": "09:37",
            "open": 108.75,
            "high": 108.75,
            "low": 108.75,
            "close": 108.75,
            "amount_yi": 0.7278
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 108.75,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 105.97,
        "open": 105.0,
        "high": 109.58,
        "low": 103.88,
        "bid1": 108.75,
        "ask1": 108.76,
        "bid_qty1": 7,
        "ask_qty1": 14
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000990:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.000990:VWAP_RECLAIM",
      "symbol": "SZSE.000990",
      "name": "诚志股份",
      "side": "BUY",
      "priority": "W46",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.23,
      "exec_low": 8.35,
      "exec_high": 8.35,
      "invalid_price": 7.98,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.48,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.35,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.11,
      "entry_zone_high": 8.35,
      "entry_risk_pct": null,
      "intraday_vwap": 8.3316,
      "price_vs_vwap_pct": 0.5809,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1624,
        "prev_amount_yi": 0.2615,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.621,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 8.35,
            "high": 8.35,
            "low": 8.35,
            "close": 8.35,
            "amount_yi": 0.0338
          },
          {
            "time": "09:34",
            "open": 8.35,
            "high": 8.35,
            "low": 8.34,
            "close": 8.34,
            "amount_yi": 0.0361
          },
          {
            "time": "09:35",
            "open": 8.36,
            "high": 8.36,
            "low": 8.35,
            "close": 8.35,
            "amount_yi": 0.0358
          },
          {
            "time": "09:36",
            "open": 8.34,
            "high": 8.36,
            "low": 8.34,
            "close": 8.36,
            "amount_yi": 0.0242
          },
          {
            "time": "09:37",
            "open": 8.38,
            "high": 8.38,
            "low": 8.38,
            "close": 8.38,
            "amount_yi": 0.0325
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.38,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 8.18,
        "open": 8.2,
        "high": 8.42,
        "low": 8.2,
        "bid1": 8.37,
        "ask1": 8.38,
        "bid_qty1": 38,
        "ask_qty1": 26
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002585:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002585:VWAP_RECLAIM",
      "symbol": "SZSE.002585",
      "name": "双星新材",
      "side": "BUY",
      "priority": "W47",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.76,
      "exec_low": 12.95,
      "exec_high": 12.95,
      "invalid_price": 12.38,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.14,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.95,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.57,
      "entry_zone_high": 12.95,
      "entry_risk_pct": null,
      "intraday_vwap": 12.4573,
      "price_vs_vwap_pct": -1.5838,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.2828,
        "prev_amount_yi": 1.2107,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0596,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 12.39,
            "high": 12.39,
            "low": 12.32,
            "close": 12.32,
            "amount_yi": 0.2738
          },
          {
            "time": "09:34",
            "open": 12.21,
            "high": 12.29,
            "low": 12.21,
            "close": 12.29,
            "amount_yi": 0.2838
          },
          {
            "time": "09:35",
            "open": 12.25,
            "high": 12.25,
            "low": 12.14,
            "close": 12.14,
            "amount_yi": 0.3031
          },
          {
            "time": "09:36",
            "open": 12.16,
            "high": 12.26,
            "low": 12.16,
            "close": 12.26,
            "amount_yi": 0.3076
          },
          {
            "time": "09:37",
            "open": 12.26,
            "high": 12.26,
            "low": 12.26,
            "close": 12.26,
            "amount_yi": 0.1145
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.26,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 12.4,
        "open": 12.66,
        "high": 12.85,
        "low": 12.05,
        "bid1": 12.21,
        "ask1": 12.26,
        "bid_qty1": 165,
        "ask_qty1": 338
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300131:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300131:VWAP_RECLAIM",
      "symbol": "SZSE.300131",
      "name": "英唐智控",
      "side": "BUY",
      "priority": "W48",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 19.59,
      "exec_low": 19.88,
      "exec_high": 19.88,
      "invalid_price": 19.0,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 20.18,
      "max_chase_pct": 1.5,
      "base_exec_high": 19.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 19.3,
      "entry_zone_high": 19.88,
      "entry_risk_pct": null,
      "intraday_vwap": 19.0053,
      "price_vs_vwap_pct": 0.3404,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6362,
        "prev_amount_yi": 0.4568,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3927,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 19.05,
            "high": 19.05,
            "low": 18.97,
            "close": 18.97,
            "amount_yi": 0.1439
          },
          {
            "time": "09:34",
            "open": 18.98,
            "high": 19.06,
            "low": 18.98,
            "close": 19.06,
            "amount_yi": 0.1528
          },
          {
            "time": "09:35",
            "open": 19.13,
            "high": 19.13,
            "low": 19.07,
            "close": 19.07,
            "amount_yi": 0.1219
          },
          {
            "time": "09:36",
            "open": 19.13,
            "high": 19.14,
            "low": 19.13,
            "close": 19.14,
            "amount_yi": 0.1523
          },
          {
            "time": "09:37",
            "open": 19.07,
            "high": 19.07,
            "low": 19.07,
            "close": 19.07,
            "amount_yi": 0.0653
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.07,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 19.03,
        "open": 18.79,
        "high": 19.2,
        "low": 18.79,
        "bid1": 19.07,
        "ask1": 19.08,
        "bid_qty1": 29,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688328:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SHSE.688328:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688328",
      "name": "深科达",
      "side": "BUY",
      "priority": "W49",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.542,
        "prev_amount_yi": 1.1056,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3947,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 97.75,
            "high": 99.0,
            "low": 97.75,
            "close": 99.0,
            "amount_yi": 0.4339
          },
          {
            "time": "09:34",
            "open": 99.5,
            "high": 100.48,
            "low": 99.5,
            "close": 100.48,
            "amount_yi": 0.3407
          },
          {
            "time": "09:35",
            "open": 101.8,
            "high": 101.8,
            "low": 100.5,
            "close": 100.5,
            "amount_yi": 0.4822
          },
          {
            "time": "09:36",
            "open": 100.99,
            "high": 100.99,
            "low": 99.91,
            "close": 99.91,
            "amount_yi": 0.1708
          },
          {
            "time": "09:37",
            "open": 100.62,
            "high": 100.62,
            "low": 100.62,
            "close": 100.62,
            "amount_yi": 0.1144
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 100.62,
        "ts": "2026-07-01T09:37:16",
        "prev_close": 95.7,
        "open": 99.74,
        "high": 103.0,
        "low": 94.2,
        "bid1": 100.19,
        "ask1": 100.62,
        "bid_qty1": 8,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002600:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.002600:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002600",
      "name": "领益智造",
      "side": "BUY",
      "priority": "W50",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 17.6393,
      "price_vs_vwap_pct": 0.741,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 5.3282,
        "prev_amount_yi": 5.103,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0441,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 17.87,
            "high": 17.87,
            "low": 17.84,
            "close": 17.84,
            "amount_yi": 1.6909
          },
          {
            "time": "09:34",
            "open": 17.74,
            "high": 17.83,
            "low": 17.74,
            "close": 17.83,
            "amount_yi": 1.1051
          },
          {
            "time": "09:35",
            "open": 17.8,
            "high": 17.81,
            "low": 17.8,
            "close": 17.81,
            "amount_yi": 0.8073
          },
          {
            "time": "09:36",
            "open": 17.79,
            "high": 17.79,
            "low": 17.75,
            "close": 17.75,
            "amount_yi": 1.0923
          },
          {
            "time": "09:37",
            "open": 17.77,
            "high": 17.77,
            "low": 17.77,
            "close": 17.77,
            "amount_yi": 0.6326
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.77,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 17.34,
        "open": 17.34,
        "high": 17.91,
        "low": 17.34,
        "bid1": 17.77,
        "ask1": 17.79,
        "bid_qty1": 16,
        "ask_qty1": 395
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.605588:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.605588:VWAP_RECLAIM",
      "symbol": "SHSE.605588",
      "name": "冠石科技",
      "side": "BUY",
      "priority": "W51",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 68.2,
      "exec_low": 69.22,
      "exec_high": 69.22,
      "invalid_price": 66.15,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 70.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 69.22,
      "dynamic_exec_high": null,
      "entry_zone_low": 67.18,
      "entry_zone_high": 69.22,
      "entry_risk_pct": 4.2137,
      "intraday_vwap": 68.1209,
      "price_vs_vwap_pct": 1.3639,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2301,
        "prev_amount_yi": 0.2188,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0516,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 68.8,
            "high": 68.99,
            "low": 68.8,
            "close": 68.99,
            "amount_yi": 0.0819
          },
          {
            "time": "09:34",
            "open": 69.13,
            "high": 69.13,
            "low": 68.94,
            "close": 68.94,
            "amount_yi": 0.0579
          },
          {
            "time": "09:35",
            "open": 68.86,
            "high": 68.86,
            "low": 68.22,
            "close": 68.22,
            "amount_yi": 0.0363
          },
          {
            "time": "09:36",
            "open": 68.77,
            "high": 69.08,
            "low": 68.77,
            "close": 69.08,
            "amount_yi": 0.0452
          },
          {
            "time": "09:37",
            "open": 69.05,
            "high": 69.05,
            "low": 69.05,
            "close": 69.05,
            "amount_yi": 0.0088
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44490.52,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 69.05,
        "ts": "2026-07-01T09:37:14",
        "prev_close": 67.17,
        "open": 67.18,
        "high": 69.18,
        "low": 66.38,
        "bid1": 69.05,
        "ask1": 69.06,
        "bid_qty1": 8,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603051:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SHSE.603051:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.603051",
      "name": "鹿山新材",
      "side": "BUY",
      "priority": "W52",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 19.44,
      "exec_low": 19.44,
      "exec_high": 19.73,
      "invalid_price": 18.86,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 20.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 19.73,
      "dynamic_exec_high": null,
      "entry_zone_low": 19.15,
      "entry_zone_high": 19.73,
      "entry_risk_pct": null,
      "intraday_vwap": 19.3842,
      "price_vs_vwap_pct": -0.0733,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0421,
        "prev_amount_yi": 0.0489,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8609,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 19.4,
            "high": 19.4,
            "low": 19.37,
            "close": 19.37,
            "amount_yi": 0.0083
          },
          {
            "time": "09:34",
            "open": 19.37,
            "high": 19.4,
            "low": 19.37,
            "close": 19.4,
            "amount_yi": 0.0061
          },
          {
            "time": "09:35",
            "open": 19.46,
            "high": 19.46,
            "low": 19.39,
            "close": 19.39,
            "amount_yi": 0.0063
          },
          {
            "time": "09:36",
            "open": 19.32,
            "high": 19.32,
            "low": 19.28,
            "close": 19.28,
            "amount_yi": 0.0152
          },
          {
            "time": "09:37",
            "open": 19.37,
            "high": 19.37,
            "low": 19.37,
            "close": 19.37,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.37,
        "ts": "2026-07-01T09:37:14",
        "prev_close": 19.28,
        "open": 19.28,
        "high": 19.58,
        "low": 19.19,
        "bid1": 19.37,
        "ask1": 19.39,
        "bid_qty1": 1,
        "ask_qty1": 3
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002952:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002952:VWAP_RECLAIM",
      "symbol": "SZSE.002952",
      "name": "亚世光电",
      "side": "BUY",
      "priority": "W53",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 22.57,
      "exec_low": 22.91,
      "exec_high": 22.91,
      "invalid_price": 21.89,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 23.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.91,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.23,
      "entry_zone_high": 22.91,
      "entry_risk_pct": null,
      "intraday_vwap": 21.7598,
      "price_vs_vwap_pct": 0.3686,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0978,
        "prev_amount_yi": 0.0942,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0382,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 21.79,
            "high": 21.79,
            "low": 21.77,
            "close": 21.77,
            "amount_yi": 0.0358
          },
          {
            "time": "09:34",
            "open": 21.7,
            "high": 21.7,
            "low": 21.67,
            "close": 21.67,
            "amount_yi": 0.0261
          },
          {
            "time": "09:35",
            "open": 21.81,
            "high": 21.81,
            "low": 21.8,
            "close": 21.8,
            "amount_yi": 0.0094
          },
          {
            "time": "09:36",
            "open": 21.81,
            "high": 21.85,
            "low": 21.81,
            "close": 21.85,
            "amount_yi": 0.0134
          },
          {
            "time": "09:37",
            "open": 21.84,
            "high": 21.84,
            "low": 21.84,
            "close": 21.84,
            "amount_yi": 0.0131
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.84,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 22.03,
        "open": 21.93,
        "high": 22.03,
        "low": 21.6,
        "bid1": 21.83,
        "ask1": 21.84,
        "bid_qty1": 125,
        "ask_qty1": 7
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300433:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300433:VWAP_RECLAIM",
      "symbol": "SZSE.300433",
      "name": "蓝思科技",
      "side": "BUY",
      "priority": "W54",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 54.8,
      "exec_low": 55.62,
      "exec_high": 55.62,
      "invalid_price": 53.16,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 56.44,
      "max_chase_pct": 1.5,
      "base_exec_high": 55.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 53.98,
      "entry_zone_high": 55.62,
      "entry_risk_pct": null,
      "intraday_vwap": 54.2871,
      "price_vs_vwap_pct": -0.6578,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 5.1976,
        "prev_amount_yi": 3.3266,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5624,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 54.57,
            "high": 54.69,
            "low": 54.57,
            "close": 54.69,
            "amount_yi": 1.7917
          },
          {
            "time": "09:34",
            "open": 54.78,
            "high": 54.78,
            "low": 54.65,
            "close": 54.65,
            "amount_yi": 1.5338
          },
          {
            "time": "09:35",
            "open": 54.52,
            "high": 54.52,
            "low": 54.5,
            "close": 54.5,
            "amount_yi": 0.8618
          },
          {
            "time": "09:36",
            "open": 54.54,
            "high": 54.54,
            "low": 54.18,
            "close": 54.18,
            "amount_yi": 0.6725
          },
          {
            "time": "09:37",
            "open": 53.93,
            "high": 53.93,
            "low": 53.93,
            "close": 53.93,
            "amount_yi": 0.3378
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 53.93,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 53.66,
        "open": 53.8,
        "high": 54.87,
        "low": 53.47,
        "bid1": 53.88,
        "ask1": 53.91,
        "bid_qty1": 637,
        "ask_qty1": 201
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300709:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300709:VWAP_RECLAIM",
      "symbol": "SZSE.300709",
      "name": "精研科技",
      "side": "BUY",
      "priority": "W55",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 57.13,
      "exec_low": 57.99,
      "exec_high": 57.99,
      "invalid_price": 55.42,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 58.84,
      "max_chase_pct": 1.5,
      "base_exec_high": 57.99,
      "dynamic_exec_high": null,
      "entry_zone_low": 56.27,
      "entry_zone_high": 57.99,
      "entry_risk_pct": null,
      "intraday_vwap": 56.0099,
      "price_vs_vwap_pct": -1.1603,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3801,
        "prev_amount_yi": 0.2501,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5198,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 56.11,
            "high": 56.24,
            "low": 56.11,
            "close": 56.24,
            "amount_yi": 0.0563
          },
          {
            "time": "09:34",
            "open": 56.43,
            "high": 56.43,
            "low": 56.28,
            "close": 56.28,
            "amount_yi": 0.2142
          },
          {
            "time": "09:35",
            "open": 56.1,
            "high": 56.1,
            "low": 56.01,
            "close": 56.01,
            "amount_yi": 0.0393
          },
          {
            "time": "09:36",
            "open": 55.61,
            "high": 55.61,
            "low": 55.55,
            "close": 55.55,
            "amount_yi": 0.0477
          },
          {
            "time": "09:37",
            "open": 55.36,
            "high": 55.36,
            "low": 55.36,
            "close": 55.36,
            "amount_yi": 0.0226
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 55.36,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 56.25,
        "open": 56.05,
        "high": 56.5,
        "low": 55.32,
        "bid1": 55.34,
        "ask1": 55.36,
        "bid_qty1": 1,
        "ask_qty1": 33
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.600203:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.600203:VWAP_RECLAIM",
      "symbol": "SHSE.600203",
      "name": "福日电子",
      "side": "BUY",
      "priority": "W56",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.21,
      "exec_low": 12.39,
      "exec_high": 12.39,
      "invalid_price": 11.84,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.39,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.03,
      "entry_zone_high": 12.39,
      "entry_risk_pct": null,
      "intraday_vwap": 12.0586,
      "price_vs_vwap_pct": 0.3433,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.142,
        "prev_amount_yi": 0.1842,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7709,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 12.12,
            "high": 12.12,
            "low": 12.1,
            "close": 12.1,
            "amount_yi": 0.0359
          },
          {
            "time": "09:34",
            "open": 12.09,
            "high": 12.09,
            "low": 12.03,
            "close": 12.03,
            "amount_yi": 0.043
          },
          {
            "time": "09:35",
            "open": 12.04,
            "high": 12.06,
            "low": 12.04,
            "close": 12.06,
            "amount_yi": 0.0292
          },
          {
            "time": "09:36",
            "open": 12.04,
            "high": 12.07,
            "low": 12.04,
            "close": 12.07,
            "amount_yi": 0.017
          },
          {
            "time": "09:37",
            "open": 12.1,
            "high": 12.1,
            "low": 12.1,
            "close": 12.1,
            "amount_yi": 0.0169
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.1,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 12.15,
        "open": 12.18,
        "high": 12.19,
        "low": 11.97,
        "bid1": 12.08,
        "ask1": 12.1,
        "bid_qty1": 55,
        "ask_qty1": 18
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002632:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002632:VWAP_RECLAIM",
      "symbol": "SZSE.002632",
      "name": "道明光学",
      "side": "BUY",
      "priority": "W57",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.04,
      "exec_low": 9.18,
      "exec_high": 9.18,
      "invalid_price": 8.77,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 9.31,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.18,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.9,
      "entry_zone_high": 9.18,
      "entry_risk_pct": null,
      "intraday_vwap": 8.8923,
      "price_vs_vwap_pct": -0.4757,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0537,
        "prev_amount_yi": 0.0216,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4861,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 8.91,
            "high": 8.91,
            "low": 8.89,
            "close": 8.89,
            "amount_yi": 0.0118
          },
          {
            "time": "09:34",
            "open": 8.86,
            "high": 8.86,
            "low": 8.85,
            "close": 8.85,
            "amount_yi": 0.0119
          },
          {
            "time": "09:35",
            "open": 8.87,
            "high": 8.87,
            "low": 8.85,
            "close": 8.85,
            "amount_yi": 0.0101
          },
          {
            "time": "09:36",
            "open": 8.83,
            "high": 8.86,
            "low": 8.83,
            "close": 8.86,
            "amount_yi": 0.0161
          },
          {
            "time": "09:37",
            "open": 8.85,
            "high": 8.85,
            "low": 8.85,
            "close": 8.85,
            "amount_yi": 0.0038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.85,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 9.01,
        "open": 8.99,
        "high": 9.01,
        "low": 8.82,
        "bid1": 8.84,
        "ask1": 8.86,
        "bid_qty1": 370,
        "ask_qty1": 45
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002514:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.002514:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002514",
      "name": "*ST宝馨",
      "side": "BUY",
      "priority": "W58",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 2.1771,
      "price_vs_vwap_pct": 0.5925,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0923,
        "prev_amount_yi": 0.1055,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8749,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 2.19,
            "high": 2.19,
            "low": 2.18,
            "close": 2.18,
            "amount_yi": 0.0268
          },
          {
            "time": "09:34",
            "open": 2.2,
            "high": 2.22,
            "low": 2.2,
            "close": 2.22,
            "amount_yi": 0.0218
          },
          {
            "time": "09:35",
            "open": 2.21,
            "high": 2.21,
            "low": 2.2,
            "close": 2.2,
            "amount_yi": 0.0299
          },
          {
            "time": "09:36",
            "open": 2.2,
            "high": 2.2,
            "low": 2.19,
            "close": 2.19,
            "amount_yi": 0.0067
          },
          {
            "time": "09:37",
            "open": 2.19,
            "high": 2.19,
            "low": 2.19,
            "close": 2.19,
            "amount_yi": 0.0071
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.19,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 2.25,
        "open": 2.16,
        "high": 2.24,
        "low": 2.15,
        "bid1": 2.19,
        "ask1": 2.2,
        "bid_qty1": 2523,
        "ask_qty1": 1018
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300503:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.300503:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.300503",
      "name": "昊志机电",
      "side": "BUY",
      "priority": "W59",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 98.8857,
      "price_vs_vwap_pct": 0.7325,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.8841,
        "prev_amount_yi": 6.9759,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9868,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 99.67,
            "high": 99.67,
            "low": 99.44,
            "close": 99.44,
            "amount_yi": 2.0798
          },
          {
            "time": "09:34",
            "open": 99.41,
            "high": 100.68,
            "low": 99.41,
            "close": 100.68,
            "amount_yi": 2.1086
          },
          {
            "time": "09:35",
            "open": 100.32,
            "high": 100.32,
            "low": 100.24,
            "close": 100.24,
            "amount_yi": 1.3889
          },
          {
            "time": "09:36",
            "open": 100.25,
            "high": 100.25,
            "low": 99.68,
            "close": 99.68,
            "amount_yi": 0.6795
          },
          {
            "time": "09:37",
            "open": 99.61,
            "high": 99.61,
            "low": 99.61,
            "close": 99.61,
            "amount_yi": 0.6273
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 99.61,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 92.3,
        "open": 97.37,
        "high": 101.0,
        "low": 96.2,
        "bid1": 99.6,
        "ask1": 99.61,
        "bid_qty1": 4,
        "ask_qty1": 16
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603728:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SHSE.603728:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.603728",
      "name": "鸣志电器",
      "side": "BUY",
      "priority": "W60",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 62.5984,
      "price_vs_vwap_pct": -0.2371,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9887,
        "prev_amount_yi": 0.9265,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0671,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 62.75,
            "high": 63.27,
            "low": 62.75,
            "close": 63.27,
            "amount_yi": 0.3125
          },
          {
            "time": "09:34",
            "open": 62.82,
            "high": 62.91,
            "low": 62.82,
            "close": 62.91,
            "amount_yi": 0.2276
          },
          {
            "time": "09:35",
            "open": 62.64,
            "high": 62.64,
            "low": 62.27,
            "close": 62.27,
            "amount_yi": 0.1974
          },
          {
            "time": "09:36",
            "open": 62.35,
            "high": 62.35,
            "low": 62.15,
            "close": 62.15,
            "amount_yi": 0.148
          },
          {
            "time": "09:37",
            "open": 62.45,
            "high": 62.45,
            "low": 62.45,
            "close": 62.45,
            "amount_yi": 0.1032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 62.45,
        "ts": "2026-07-01T09:37:16",
        "prev_close": 60.92,
        "open": 60.88,
        "high": 63.72,
        "low": 60.6,
        "bid1": 62.45,
        "ask1": 62.47,
        "bid_qty1": 51,
        "ask_qty1": 75
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000821:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.000821:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.000821",
      "name": "ST京机",
      "side": "BUY",
      "priority": "W61",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 7.6288,
      "price_vs_vwap_pct": -0.7708,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0689,
        "prev_amount_yi": 0.1042,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6612,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 7.57,
            "high": 7.6,
            "low": 7.57,
            "close": 7.6,
            "amount_yi": 0.0203
          },
          {
            "time": "09:34",
            "open": 7.59,
            "high": 7.59,
            "low": 7.57,
            "close": 7.57,
            "amount_yi": 0.0186
          },
          {
            "time": "09:35",
            "open": 7.57,
            "high": 7.57,
            "low": 7.52,
            "close": 7.52,
            "amount_yi": 0.0161
          },
          {
            "time": "09:36",
            "open": 7.53,
            "high": 7.55,
            "low": 7.53,
            "close": 7.55,
            "amount_yi": 0.0092
          },
          {
            "time": "09:37",
            "open": 7.57,
            "high": 7.57,
            "low": 7.57,
            "close": 7.57,
            "amount_yi": 0.0047
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.57,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 7.55,
        "open": 7.76,
        "high": 7.76,
        "low": 7.51,
        "bid1": 7.57,
        "ask1": 7.58,
        "bid_qty1": 406,
        "ask_qty1": 75
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002403:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002403:VWAP_RECLAIM",
      "symbol": "SZSE.002403",
      "name": "爱仕达",
      "side": "BUY",
      "priority": "W62",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.05,
      "exec_low": 9.19,
      "exec_high": 9.19,
      "invalid_price": 8.78,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 9.32,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.19,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.91,
      "entry_zone_high": 9.19,
      "entry_risk_pct": null,
      "intraday_vwap": 9.1446,
      "price_vs_vwap_pct": 1.4807,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0728,
        "prev_amount_yi": 0.0705,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0326,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 9.13,
            "high": 9.13,
            "low": 9.12,
            "close": 9.12,
            "amount_yi": 0.0056
          },
          {
            "time": "09:34",
            "open": 9.1,
            "high": 9.2,
            "low": 9.1,
            "close": 9.2,
            "amount_yi": 0.0163
          },
          {
            "time": "09:35",
            "open": 9.19,
            "high": 9.24,
            "low": 9.19,
            "close": 9.24,
            "amount_yi": 0.0266
          },
          {
            "time": "09:36",
            "open": 9.26,
            "high": 9.26,
            "low": 9.25,
            "close": 9.25,
            "amount_yi": 0.013
          },
          {
            "time": "09:37",
            "open": 9.28,
            "high": 9.28,
            "low": 9.28,
            "close": 9.28,
            "amount_yi": 0.0113
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.28,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 8.92,
        "open": 8.91,
        "high": 9.29,
        "low": 8.86,
        "bid1": 9.26,
        "ask1": 9.28,
        "bid_qty1": 2,
        "ask_qty1": 234
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002896:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.002896:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002896",
      "name": "中大力德",
      "side": "BUY",
      "priority": "W63",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 76.96,
      "exec_low": 76.96,
      "exec_high": 78.11,
      "invalid_price": 74.65,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 79.27,
      "max_chase_pct": 1.5,
      "base_exec_high": 78.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 75.81,
      "entry_zone_high": 78.11,
      "entry_risk_pct": null,
      "intraday_vwap": 77.2839,
      "price_vs_vwap_pct": -0.665,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9102,
        "prev_amount_yi": 0.7841,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1608,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 77.29,
            "high": 77.68,
            "low": 77.29,
            "close": 77.68,
            "amount_yi": 0.2131
          },
          {
            "time": "09:34",
            "open": 78.2,
            "high": 78.2,
            "low": 78.07,
            "close": 78.07,
            "amount_yi": 0.3323
          },
          {
            "time": "09:35",
            "open": 77.86,
            "high": 77.86,
            "low": 77.44,
            "close": 77.44,
            "amount_yi": 0.1206
          },
          {
            "time": "09:36",
            "open": 77.11,
            "high": 77.11,
            "low": 76.86,
            "close": 76.86,
            "amount_yi": 0.1367
          },
          {
            "time": "09:37",
            "open": 76.77,
            "high": 76.77,
            "low": 76.77,
            "close": 76.77,
            "amount_yi": 0.1075
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 76.77,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 76.38,
        "open": 76.08,
        "high": 78.29,
        "low": 76.0,
        "bid1": 76.77,
        "ask1": 76.82,
        "bid_qty1": 28,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300691:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.300691:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300691",
      "name": "联合光电",
      "side": "BUY",
      "priority": "W64",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 16.18,
      "exec_low": 16.18,
      "exec_high": 16.42,
      "invalid_price": 15.69,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 16.67,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.94,
      "entry_zone_high": 16.42,
      "entry_risk_pct": null,
      "intraday_vwap": 15.8178,
      "price_vs_vwap_pct": -0.3022,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0456,
        "prev_amount_yi": 0.0952,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.479,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 15.83,
            "high": 15.83,
            "low": 15.81,
            "close": 15.81,
            "amount_yi": 0.0067
          },
          {
            "time": "09:34",
            "open": 15.8,
            "high": 15.8,
            "low": 15.76,
            "close": 15.76,
            "amount_yi": 0.0102
          },
          {
            "time": "09:35",
            "open": 15.78,
            "high": 15.78,
            "low": 15.7,
            "close": 15.7,
            "amount_yi": 0.0115
          },
          {
            "time": "09:36",
            "open": 15.78,
            "high": 15.82,
            "low": 15.78,
            "close": 15.82,
            "amount_yi": 0.015
          },
          {
            "time": "09:37",
            "open": 15.77,
            "high": 15.77,
            "low": 15.77,
            "close": 15.77,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.77,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 15.81,
        "open": 15.82,
        "high": 16.0,
        "low": 15.7,
        "bid1": 15.76,
        "ask1": 15.78,
        "bid_qty1": 8,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002139:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002139:VWAP_RECLAIM",
      "symbol": "SZSE.002139",
      "name": "拓邦股份",
      "side": "BUY",
      "priority": "W65",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.57,
      "exec_low": 9.71,
      "exec_high": 9.71,
      "invalid_price": 9.28,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 9.86,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.71,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.43,
      "entry_zone_high": 9.71,
      "entry_risk_pct": 3.7344,
      "intraday_vwap": 9.6534,
      "price_vs_vwap_pct": -0.1388,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2206,
        "prev_amount_yi": 0.1546,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4269,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 9.69,
            "high": 9.72,
            "low": 9.69,
            "close": 9.72,
            "amount_yi": 0.0557
          },
          {
            "time": "09:34",
            "open": 9.7,
            "high": 9.7,
            "low": 9.67,
            "close": 9.67,
            "amount_yi": 0.0785
          },
          {
            "time": "09:35",
            "open": 9.65,
            "high": 9.65,
            "low": 9.61,
            "close": 9.61,
            "amount_yi": 0.0252
          },
          {
            "time": "09:36",
            "open": 9.63,
            "high": 9.63,
            "low": 9.59,
            "close": 9.59,
            "amount_yi": 0.0459
          },
          {
            "time": "09:37",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0153
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44490.52,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.64,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 9.52,
        "open": 9.55,
        "high": 9.73,
        "low": 9.55,
        "bid1": 9.63,
        "ask1": 9.64,
        "bid_qty1": 58,
        "ask_qty1": 81
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000837:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.000837:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000837",
      "name": "秦川机床",
      "side": "BUY",
      "priority": "W66",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 11.14,
      "exec_low": 11.14,
      "exec_high": 11.31,
      "invalid_price": 10.81,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 11.47,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.31,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.97,
      "entry_zone_high": 11.31,
      "entry_risk_pct": null,
      "intraday_vwap": 11.4146,
      "price_vs_vwap_pct": -0.8288,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2696,
        "prev_amount_yi": 0.4366,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6175,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 11.42,
            "high": 11.42,
            "low": 11.42,
            "close": 11.42,
            "amount_yi": 0.0694
          },
          {
            "time": "09:34",
            "open": 11.38,
            "high": 11.38,
            "low": 11.37,
            "close": 11.37,
            "amount_yi": 0.049
          },
          {
            "time": "09:35",
            "open": 11.42,
            "high": 11.46,
            "low": 11.42,
            "close": 11.46,
            "amount_yi": 0.0867
          },
          {
            "time": "09:36",
            "open": 11.42,
            "high": 11.42,
            "low": 11.36,
            "close": 11.36,
            "amount_yi": 0.0386
          },
          {
            "time": "09:37",
            "open": 11.32,
            "high": 11.32,
            "low": 11.32,
            "close": 11.32,
            "amount_yi": 0.0259
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.32,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 11.11,
        "open": 11.18,
        "high": 11.62,
        "low": 11.12,
        "bid1": 11.3,
        "ask1": 11.32,
        "bid_qty1": 724,
        "ask_qty1": 61
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002031:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002031:VWAP_RECLAIM",
      "symbol": "SZSE.002031",
      "name": "巨轮智能",
      "side": "BUY",
      "priority": "W67",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.7,
      "exec_low": 5.79,
      "exec_high": 5.79,
      "invalid_price": 5.53,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.87,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.79,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.61,
      "entry_zone_high": 5.79,
      "entry_risk_pct": null,
      "intraday_vwap": 5.6387,
      "price_vs_vwap_pct": -0.6863,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5455,
        "prev_amount_yi": 0.567,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9621,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 5.67,
            "high": 5.67,
            "low": 5.66,
            "close": 5.66,
            "amount_yi": 0.1992
          },
          {
            "time": "09:34",
            "open": 5.66,
            "high": 5.67,
            "low": 5.66,
            "close": 5.67,
            "amount_yi": 0.11
          },
          {
            "time": "09:35",
            "open": 5.67,
            "high": 5.67,
            "low": 5.61,
            "close": 5.61,
            "amount_yi": 0.1131
          },
          {
            "time": "09:36",
            "open": 5.63,
            "high": 5.63,
            "low": 5.62,
            "close": 5.62,
            "amount_yi": 0.0766
          },
          {
            "time": "09:37",
            "open": 5.6,
            "high": 5.6,
            "low": 5.6,
            "close": 5.6,
            "amount_yi": 0.0466
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.6,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 5.58,
        "open": 5.53,
        "high": 5.72,
        "low": 5.5,
        "bid1": 5.6,
        "ask1": 5.61,
        "bid_qty1": 1503,
        "ask_qty1": 1431
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002708:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002708:VWAP_RECLAIM",
      "symbol": "SZSE.002708",
      "name": "光洋股份",
      "side": "BUY",
      "priority": "W68",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 13.42,
      "exec_low": 13.62,
      "exec_high": 13.62,
      "invalid_price": 13.02,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.82,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.22,
      "entry_zone_high": 13.62,
      "entry_risk_pct": null,
      "intraday_vwap": 13.2297,
      "price_vs_vwap_pct": -1.056,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1415,
        "prev_amount_yi": 0.1289,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0978,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 13.31,
            "high": 13.31,
            "low": 13.29,
            "close": 13.29,
            "amount_yi": 0.0267
          },
          {
            "time": "09:34",
            "open": 13.29,
            "high": 13.29,
            "low": 13.26,
            "close": 13.26,
            "amount_yi": 0.0389
          },
          {
            "time": "09:35",
            "open": 13.26,
            "high": 13.26,
            "low": 13.19,
            "close": 13.19,
            "amount_yi": 0.0145
          },
          {
            "time": "09:36",
            "open": 13.14,
            "high": 13.14,
            "low": 13.1,
            "close": 13.1,
            "amount_yi": 0.0442
          },
          {
            "time": "09:37",
            "open": 13.09,
            "high": 13.09,
            "low": 13.09,
            "close": 13.09,
            "amount_yi": 0.0172
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.09,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 13.19,
        "open": 13.1,
        "high": 13.42,
        "low": 13.07,
        "bid1": 13.08,
        "ask1": 13.09,
        "bid_qty1": 493,
        "ask_qty1": 19
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002527:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002527:VWAP_RECLAIM",
      "symbol": "SZSE.002527",
      "name": "新时达",
      "side": "BUY",
      "priority": "W69",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.94,
      "exec_low": 13.13,
      "exec_high": 13.13,
      "invalid_price": 12.55,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.33,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.13,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.75,
      "entry_zone_high": 13.13,
      "entry_risk_pct": 4.4901,
      "intraday_vwap": 13.1835,
      "price_vs_vwap_pct": -0.6334,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2004,
        "prev_amount_yi": 0.3017,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6642,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 13.27,
            "high": 13.29,
            "low": 13.27,
            "close": 13.29,
            "amount_yi": 0.079
          },
          {
            "time": "09:34",
            "open": 13.24,
            "high": 13.24,
            "low": 13.2,
            "close": 13.2,
            "amount_yi": 0.0241
          },
          {
            "time": "09:35",
            "open": 13.26,
            "high": 13.26,
            "low": 13.21,
            "close": 13.21,
            "amount_yi": 0.0488
          },
          {
            "time": "09:36",
            "open": 13.17,
            "high": 13.18,
            "low": 13.17,
            "close": 13.18,
            "amount_yi": 0.0218
          },
          {
            "time": "09:37",
            "open": 13.1,
            "high": 13.1,
            "low": 13.1,
            "close": 13.1,
            "amount_yi": 0.0267
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44490.52,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.1,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 12.83,
        "open": 12.75,
        "high": 13.38,
        "low": 12.7,
        "bid1": 13.11,
        "ask1": 13.14,
        "bid_qty1": 44,
        "ask_qty1": 14
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603638:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.603638:VWAP_RECLAIM",
      "symbol": "SHSE.603638",
      "name": "艾迪精密",
      "side": "BUY",
      "priority": "W70",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.75,
      "exec_low": 24.11,
      "exec_high": 24.11,
      "invalid_price": 23.04,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 24.46,
      "max_chase_pct": 1.5,
      "base_exec_high": 24.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.39,
      "entry_zone_high": 24.11,
      "entry_risk_pct": null,
      "intraday_vwap": 23.7484,
      "price_vs_vwap_pct": -0.5407,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2014,
        "prev_amount_yi": 0.1371,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.469,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 23.95,
            "high": 23.98,
            "low": 23.95,
            "close": 23.98,
            "amount_yi": 0.0611
          },
          {
            "time": "09:34",
            "open": 23.97,
            "high": 23.97,
            "low": 23.9,
            "close": 23.9,
            "amount_yi": 0.0476
          },
          {
            "time": "09:35",
            "open": 23.7,
            "high": 23.73,
            "low": 23.7,
            "close": 23.73,
            "amount_yi": 0.033
          },
          {
            "time": "09:36",
            "open": 23.77,
            "high": 23.77,
            "low": 23.67,
            "close": 23.67,
            "amount_yi": 0.0319
          },
          {
            "time": "09:37",
            "open": 23.62,
            "high": 23.62,
            "low": 23.62,
            "close": 23.62,
            "amount_yi": 0.0278
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.62,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 23.45,
        "open": 23.49,
        "high": 24.05,
        "low": 23.31,
        "bid1": 23.62,
        "ask1": 23.63,
        "bid_qty1": 7,
        "ask_qty1": 13
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688580:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.688580:VWAP_RECLAIM",
      "symbol": "SHSE.688580",
      "name": "伟思医疗",
      "side": "BUY",
      "priority": "W71",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 56.28,
      "exec_low": 57.12,
      "exec_high": 57.12,
      "invalid_price": 54.59,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 57.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 57.12,
      "dynamic_exec_high": null,
      "entry_zone_low": 55.44,
      "entry_zone_high": 57.12,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0814,
        "prev_amount_yi": 0.0607,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.341,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 52.76,
            "high": 53.0,
            "low": 52.76,
            "close": 53.0,
            "amount_yi": 0.0185
          },
          {
            "time": "09:34",
            "open": 52.99,
            "high": 52.99,
            "low": 52.77,
            "close": 52.77,
            "amount_yi": 0.0165
          },
          {
            "time": "09:35",
            "open": 52.86,
            "high": 52.86,
            "low": 52.73,
            "close": 52.73,
            "amount_yi": 0.0118
          },
          {
            "time": "09:36",
            "open": 52.52,
            "high": 52.52,
            "low": 52.5,
            "close": 52.5,
            "amount_yi": 0.0261
          },
          {
            "time": "09:37",
            "open": 52.41,
            "high": 52.41,
            "low": 52.41,
            "close": 52.41,
            "amount_yi": 0.0085
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.41,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 53.27,
        "open": 53.5,
        "high": 53.5,
        "low": 52.26,
        "bid1": 52.4,
        "ask1": 52.41,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002933:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002933:VWAP_RECLAIM",
      "symbol": "SZSE.002933",
      "name": "新兴装备",
      "side": "BUY",
      "priority": "W72",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 25.98,
      "exec_low": 26.37,
      "exec_high": 26.37,
      "invalid_price": 25.2,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 26.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.37,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.59,
      "entry_zone_high": 26.37,
      "entry_risk_pct": null,
      "intraday_vwap": 25.9032,
      "price_vs_vwap_pct": -0.7845,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0099,
        "prev_amount_yi": 0.0377,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2626,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 25.94,
            "high": 25.94,
            "low": 25.9,
            "close": 25.9,
            "amount_yi": 0.0021
          },
          {
            "time": "09:34",
            "open": 25.93,
            "high": 25.93,
            "low": 25.86,
            "close": 25.86,
            "amount_yi": 0.0014
          },
          {
            "time": "09:35",
            "open": 25.86,
            "high": 25.86,
            "low": 25.77,
            "close": 25.77,
            "amount_yi": 0.002
          },
          {
            "time": "09:36",
            "open": 25.71,
            "high": 25.71,
            "low": 25.71,
            "close": 25.71,
            "amount_yi": 0.0032
          },
          {
            "time": "09:37",
            "open": 25.7,
            "high": 25.7,
            "low": 25.7,
            "close": 25.7,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.7,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 25.85,
        "open": 25.69,
        "high": 26.28,
        "low": 25.69,
        "bid1": 25.68,
        "ask1": 25.7,
        "bid_qty1": 1,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002526:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002526:VWAP_RECLAIM",
      "symbol": "SZSE.002526",
      "name": "山东矿机",
      "side": "BUY",
      "priority": "W73",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.56,
      "exec_low": 2.6,
      "exec_high": 2.6,
      "invalid_price": 2.48,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 2.64,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.52,
      "entry_zone_high": 2.6,
      "entry_risk_pct": null,
      "intraday_vwap": 2.606,
      "price_vs_vwap_pct": 0.921,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1014,
        "prev_amount_yi": 0.058,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7483,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 2.61,
            "high": 2.61,
            "low": 2.6,
            "close": 2.6,
            "amount_yi": 0.0077
          },
          {
            "time": "09:34",
            "open": 2.61,
            "high": 2.61,
            "low": 2.61,
            "close": 2.61,
            "amount_yi": 0.0411
          },
          {
            "time": "09:35",
            "open": 2.6,
            "high": 2.63,
            "low": 2.6,
            "close": 2.63,
            "amount_yi": 0.0369
          },
          {
            "time": "09:36",
            "open": 2.62,
            "high": 2.62,
            "low": 2.62,
            "close": 2.62,
            "amount_yi": 0.0118
          },
          {
            "time": "09:37",
            "open": 2.63,
            "high": 2.63,
            "low": 2.63,
            "close": 2.63,
            "amount_yi": 0.0039
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.63,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 2.56,
        "open": 2.57,
        "high": 2.63,
        "low": 2.56,
        "bid1": 2.62,
        "ask1": 2.63,
        "bid_qty1": 2379,
        "ask_qty1": 564
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002273:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.002273:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002273",
      "name": "水晶光电",
      "side": "BUY",
      "priority": "W74",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 显示技术",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 39.03,
      "price_vs_vwap_pct": 0.0,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2604,
        "prev_amount_yi": 1.8974,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1372,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.0619
          },
          {
            "time": "09:34",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.0646
          },
          {
            "time": "09:35",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.0605
          },
          {
            "time": "09:36",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.042
          },
          {
            "time": "09:37",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.0314
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.03,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 35.48,
        "open": 39.03,
        "high": 39.03,
        "low": 39.03,
        "bid1": 39.03,
        "ask1": 0.0,
        "bid_qty1": 274884,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002841:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.002841:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002841",
      "name": "视源股份",
      "side": "BUY",
      "priority": "W75",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 34.93,
      "exec_low": 34.93,
      "exec_high": 35.45,
      "invalid_price": 33.88,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 显示技术",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 35.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 35.45,
      "dynamic_exec_high": null,
      "entry_zone_low": 34.41,
      "entry_zone_high": 35.45,
      "entry_risk_pct": 4.2397,
      "intraday_vwap": 34.9203,
      "price_vs_vwap_pct": 1.2305,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1535,
        "prev_amount_yi": 0.2223,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6905,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 35.44,
            "high": 35.44,
            "low": 35.39,
            "close": 35.39,
            "amount_yi": 0.0504
          },
          {
            "time": "09:34",
            "open": 35.37,
            "high": 35.37,
            "low": 35.25,
            "close": 35.25,
            "amount_yi": 0.0262
          },
          {
            "time": "09:35",
            "open": 35.18,
            "high": 35.18,
            "low": 35.18,
            "close": 35.18,
            "amount_yi": 0.029
          },
          {
            "time": "09:36",
            "open": 35.4,
            "high": 35.4,
            "low": 35.32,
            "close": 35.32,
            "amount_yi": 0.0361
          },
          {
            "time": "09:37",
            "open": 35.35,
            "high": 35.35,
            "low": 35.35,
            "close": 35.35,
            "amount_yi": 0.0118
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44490.52,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.35,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 34.53,
        "open": 34.58,
        "high": 35.49,
        "low": 34.08,
        "bid1": 35.35,
        "ask1": 35.38,
        "bid_qty1": 162,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603297:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.603297:VWAP_RECLAIM",
      "symbol": "SHSE.603297",
      "name": "永新光学",
      "side": "BUY",
      "priority": "W76",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 146.98,
      "exec_low": 149.18,
      "exec_high": 149.18,
      "invalid_price": 142.57,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 显示技术",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 151.39,
      "max_chase_pct": 1.5,
      "base_exec_high": 149.18,
      "dynamic_exec_high": null,
      "entry_zone_low": 144.78,
      "entry_zone_high": 149.18,
      "entry_risk_pct": null,
      "intraday_vwap": 145.3069,
      "price_vs_vwap_pct": -0.0667,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2288,
        "prev_amount_yi": 0.1867,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2255,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 145.86,
            "high": 145.86,
            "low": 145.5,
            "close": 145.5,
            "amount_yi": 0.0538
          },
          {
            "time": "09:34",
            "open": 144.58,
            "high": 145.04,
            "low": 144.58,
            "close": 145.04,
            "amount_yi": 0.0555
          },
          {
            "time": "09:35",
            "open": 146.5,
            "high": 146.5,
            "low": 145.56,
            "close": 145.56,
            "amount_yi": 0.0457
          },
          {
            "time": "09:36",
            "open": 145.86,
            "high": 146.9,
            "low": 145.86,
            "close": 146.9,
            "amount_yi": 0.0423
          },
          {
            "time": "09:37",
            "open": 145.21,
            "high": 145.21,
            "low": 145.21,
            "close": 145.21,
            "amount_yi": 0.0315
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 145.21,
        "ts": "2026-07-01T09:37:16",
        "prev_close": 146.95,
        "open": 146.97,
        "high": 146.98,
        "low": 143.13,
        "bid1": 145.01,
        "ask1": 145.21,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688039:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SHSE.688039:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688039",
      "name": "当虹科技",
      "side": "BUY",
      "priority": "W77",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 38.0,
      "exec_low": 38.0,
      "exec_high": 38.57,
      "invalid_price": 36.86,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 显示技术",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 39.14,
      "max_chase_pct": 1.5,
      "base_exec_high": 38.57,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.43,
      "entry_zone_high": 38.57,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0531,
        "prev_amount_yi": 0.0289,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8374,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 37.44,
            "high": 37.44,
            "low": 37.32,
            "close": 37.32,
            "amount_yi": 0.004
          },
          {
            "time": "09:34",
            "open": 37.14,
            "high": 37.14,
            "low": 37.0,
            "close": 37.0,
            "amount_yi": 0.0186
          },
          {
            "time": "09:35",
            "open": 36.92,
            "high": 36.92,
            "low": 36.88,
            "close": 36.88,
            "amount_yi": 0.0117
          },
          {
            "time": "09:36",
            "open": 36.8,
            "high": 36.81,
            "low": 36.8,
            "close": 36.81,
            "amount_yi": 0.0096
          },
          {
            "time": "09:37",
            "open": 36.68,
            "high": 36.68,
            "low": 36.68,
            "close": 36.68,
            "amount_yi": 0.0092
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.68,
        "ts": "2026-07-01T09:37:16",
        "prev_close": 37.32,
        "open": 37.8,
        "high": 37.8,
        "low": 36.56,
        "bid1": 36.61,
        "ask1": 36.68,
        "bid_qty1": 2,
        "ask_qty1": 239
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688496:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.688496:VWAP_RECLAIM",
      "symbol": "SHSE.688496",
      "name": "*ST清越",
      "side": "BUY",
      "priority": "W78",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 0.98,
      "exec_low": 0.99,
      "exec_high": 0.99,
      "invalid_price": 0.95,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 显示技术",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 1.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 0.99,
      "dynamic_exec_high": null,
      "entry_zone_low": 0.97,
      "entry_zone_high": 0.99,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0026,
        "prev_amount_yi": 0.0047,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5532,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 0.9,
            "high": 0.9,
            "low": 0.9,
            "close": 0.9,
            "amount_yi": 0.0012
          },
          {
            "time": "09:34",
            "open": 0.91,
            "high": 0.91,
            "low": 0.91,
            "close": 0.91,
            "amount_yi": 0.0005
          },
          {
            "time": "09:35",
            "open": 0.91,
            "high": 0.91,
            "low": 0.91,
            "close": 0.91,
            "amount_yi": 0.0003
          },
          {
            "time": "09:36",
            "open": 0.92,
            "high": 0.92,
            "low": 0.92,
            "close": 0.92,
            "amount_yi": 0.0005
          },
          {
            "time": "09:37",
            "open": 0.92,
            "high": 0.92,
            "low": 0.92,
            "close": 0.92,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 0.92,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 0.92,
        "open": 0.91,
        "high": 0.92,
        "low": 0.89,
        "bid1": 0.92,
        "ask1": 0.93,
        "bid_qty1": 70,
        "ask_qty1": 427
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603662:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SHSE.603662:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.603662",
      "name": "柯力传感",
      "side": "BUY",
      "priority": "W79",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 73.5804,
      "price_vs_vwap_pct": -0.1772,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.3909,
        "prev_amount_yi": 1.6533,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8413,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 74.3,
            "high": 74.3,
            "low": 74.18,
            "close": 74.18,
            "amount_yi": 0.4265
          },
          {
            "time": "09:34",
            "open": 73.8,
            "high": 74.14,
            "low": 73.8,
            "close": 74.14,
            "amount_yi": 0.3284
          },
          {
            "time": "09:35",
            "open": 73.92,
            "high": 73.92,
            "low": 73.44,
            "close": 73.44,
            "amount_yi": 0.256
          },
          {
            "time": "09:36",
            "open": 73.5,
            "high": 73.5,
            "low": 73.21,
            "close": 73.21,
            "amount_yi": 0.1989
          },
          {
            "time": "09:37",
            "open": 73.45,
            "high": 73.45,
            "low": 73.45,
            "close": 73.45,
            "amount_yi": 0.1811
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 73.45,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 71.17,
        "open": 72.5,
        "high": 74.64,
        "low": 71.95,
        "bid1": 73.41,
        "ask1": 73.45,
        "bid_qty1": 5,
        "ask_qty1": 26
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688160:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SHSE.688160:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688160",
      "name": "步科股份",
      "side": "BUY",
      "priority": "W80",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 109.5,
      "exec_low": 109.5,
      "exec_high": 111.14,
      "invalid_price": 106.22,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 112.78,
      "max_chase_pct": 1.5,
      "base_exec_high": 111.14,
      "dynamic_exec_high": null,
      "entry_zone_low": 107.86,
      "entry_zone_high": 111.14,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5288,
        "prev_amount_yi": 0.2832,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8672,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 113.0,
            "high": 113.56,
            "low": 113.0,
            "close": 113.56,
            "amount_yi": 0.1738
          },
          {
            "time": "09:34",
            "open": 113.4,
            "high": 113.56,
            "low": 113.4,
            "close": 113.56,
            "amount_yi": 0.1667
          },
          {
            "time": "09:35",
            "open": 113.0,
            "high": 113.0,
            "low": 111.9,
            "close": 111.9,
            "amount_yi": 0.11
          },
          {
            "time": "09:36",
            "open": 112.4,
            "high": 112.4,
            "low": 111.81,
            "close": 111.81,
            "amount_yi": 0.0508
          },
          {
            "time": "09:37",
            "open": 111.81,
            "high": 111.81,
            "low": 111.81,
            "close": 111.81,
            "amount_yi": 0.0275
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 111.81,
        "ts": "2026-07-01T09:37:16",
        "prev_close": 108.77,
        "open": 108.7,
        "high": 114.0,
        "low": 107.56,
        "bid1": 111.66,
        "ask1": 111.81,
        "bid_qty1": 4,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603583:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.603583:VWAP_RECLAIM",
      "symbol": "SHSE.603583",
      "name": "捷昌驱动",
      "side": "BUY",
      "priority": "W81",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.25,
      "exec_low": 23.6,
      "exec_high": 23.6,
      "invalid_price": 22.55,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 23.95,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.9,
      "entry_zone_high": 23.6,
      "entry_risk_pct": null,
      "intraday_vwap": 23.1257,
      "price_vs_vwap_pct": -0.1976,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1129,
        "prev_amount_yi": 0.1179,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9576,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 23.27,
            "high": 23.39,
            "low": 23.27,
            "close": 23.39,
            "amount_yi": 0.0426
          },
          {
            "time": "09:34",
            "open": 23.32,
            "high": 23.32,
            "low": 23.31,
            "close": 23.31,
            "amount_yi": 0.0308
          },
          {
            "time": "09:35",
            "open": 23.19,
            "high": 23.19,
            "low": 23.13,
            "close": 23.13,
            "amount_yi": 0.0173
          },
          {
            "time": "09:36",
            "open": 23.2,
            "high": 23.2,
            "low": 23.13,
            "close": 23.13,
            "amount_yi": 0.0121
          },
          {
            "time": "09:37",
            "open": 23.08,
            "high": 23.08,
            "low": 23.08,
            "close": 23.08,
            "amount_yi": 0.0101
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.08,
        "ts": "2026-07-01T09:37:16",
        "prev_close": 22.8,
        "open": 22.81,
        "high": 23.44,
        "low": 22.66,
        "bid1": 23.08,
        "ask1": 23.1,
        "bid_qty1": 1,
        "ask_qty1": 19
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.003021:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.003021:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.003021",
      "name": "兆威机电",
      "side": "BUY",
      "priority": "W82",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 88.27,
      "exec_low": 88.27,
      "exec_high": 89.59,
      "invalid_price": 85.62,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 90.92,
      "max_chase_pct": 1.5,
      "base_exec_high": 89.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 86.95,
      "entry_zone_high": 89.59,
      "entry_risk_pct": null,
      "intraday_vwap": 92.473,
      "price_vs_vwap_pct": 0.04,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.71,
        "prev_amount_yi": 0.8115,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8749,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 93.43,
            "high": 94.23,
            "low": 93.43,
            "close": 94.23,
            "amount_yi": 0.294
          },
          {
            "time": "09:34",
            "open": 93.99,
            "high": 93.99,
            "low": 93.75,
            "close": 93.75,
            "amount_yi": 0.176
          },
          {
            "time": "09:35",
            "open": 93.76,
            "high": 93.76,
            "low": 93.12,
            "close": 93.12,
            "amount_yi": 0.0945
          },
          {
            "time": "09:36",
            "open": 93.2,
            "high": 93.2,
            "low": 93.0,
            "close": 93.0,
            "amount_yi": 0.11
          },
          {
            "time": "09:37",
            "open": 92.51,
            "high": 92.51,
            "low": 92.51,
            "close": 92.51,
            "amount_yi": 0.0355
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 92.51,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 87.35,
        "open": 88.5,
        "high": 94.58,
        "low": 87.96,
        "bid1": 92.22,
        "ask1": 92.52,
        "bid_qty1": 2,
        "ask_qty1": 11
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.301368:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.301368:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.301368",
      "name": "丰立智能",
      "side": "BUY",
      "priority": "W83",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 42.24,
      "exec_low": 42.24,
      "exec_high": 42.87,
      "invalid_price": 40.97,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 43.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 42.87,
      "dynamic_exec_high": null,
      "entry_zone_low": 41.61,
      "entry_zone_high": 42.87,
      "entry_risk_pct": 3.0296,
      "intraday_vwap": 42.8564,
      "price_vs_vwap_pct": -1.415,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.142,
        "prev_amount_yi": 0.2145,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.662,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 43.27,
            "high": 43.3,
            "low": 43.27,
            "close": 43.3,
            "amount_yi": 0.066
          },
          {
            "time": "09:34",
            "open": 43.16,
            "high": 43.16,
            "low": 43.13,
            "close": 43.13,
            "amount_yi": 0.0238
          },
          {
            "time": "09:35",
            "open": 42.9,
            "high": 42.9,
            "low": 42.74,
            "close": 42.74,
            "amount_yi": 0.0186
          },
          {
            "time": "09:36",
            "open": 42.55,
            "high": 42.55,
            "low": 42.25,
            "close": 42.25,
            "amount_yi": 0.026
          },
          {
            "time": "09:37",
            "open": 42.25,
            "high": 42.25,
            "low": 42.25,
            "close": 42.25,
            "amount_yi": 0.0076
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44490.52,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 42.25,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 41.63,
        "open": 42.53,
        "high": 43.69,
        "low": 41.9,
        "bid1": 42.24,
        "ask1": 42.25,
        "bid_qty1": 12,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300660:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.300660:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300660",
      "name": "江苏雷利",
      "side": "BUY",
      "priority": "W84",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 28.03,
      "exec_low": 28.03,
      "exec_high": 28.45,
      "invalid_price": 27.19,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "minute_energy_ratio_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 28.87,
      "max_chase_pct": 1.5,
      "base_exec_high": 28.45,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.61,
      "entry_zone_high": 28.45,
      "entry_risk_pct": 4.4624,
      "intraday_vwap": 28.7039,
      "price_vs_vwap_pct": -0.8845,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3426,
        "prev_amount_yi": 0.4848,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7067,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 28.96,
            "high": 28.96,
            "low": 28.92,
            "close": 28.92,
            "amount_yi": 0.1457
          },
          {
            "time": "09:34",
            "open": 28.93,
            "high": 28.93,
            "low": 28.82,
            "close": 28.82,
            "amount_yi": 0.0643
          },
          {
            "time": "09:35",
            "open": 28.59,
            "high": 28.59,
            "low": 28.43,
            "close": 28.43,
            "amount_yi": 0.0283
          },
          {
            "time": "09:36",
            "open": 28.43,
            "high": 28.43,
            "low": 28.39,
            "close": 28.39,
            "amount_yi": 0.0608
          },
          {
            "time": "09:37",
            "open": 28.45,
            "high": 28.45,
            "low": 28.45,
            "close": 28.45,
            "amount_yi": 0.0435
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44490.52,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.45,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 27.86,
        "open": 27.97,
        "high": 29.5,
        "low": 27.86,
        "bid1": 28.45,
        "ask1": 28.46,
        "bid_qty1": 224,
        "ask_qty1": 69
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.301023:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.301023:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.301023",
      "name": "奕帆传动",
      "side": "BUY",
      "priority": "W85",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 34.38,
      "exec_low": 34.38,
      "exec_high": 34.9,
      "invalid_price": 33.35,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 35.41,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.9,
      "dynamic_exec_high": null,
      "entry_zone_low": 33.86,
      "entry_zone_high": 34.9,
      "entry_risk_pct": 3.8628,
      "intraday_vwap": 34.2936,
      "price_vs_vwap_pct": 1.1559,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1476,
        "prev_amount_yi": 0.1037,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4233,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 34.4,
            "high": 34.4,
            "low": 34.25,
            "close": 34.25,
            "amount_yi": 0.027
          },
          {
            "time": "09:34",
            "open": 34.6,
            "high": 34.6,
            "low": 34.59,
            "close": 34.59,
            "amount_yi": 0.0483
          },
          {
            "time": "09:35",
            "open": 34.5,
            "high": 34.66,
            "low": 34.5,
            "close": 34.66,
            "amount_yi": 0.025
          },
          {
            "time": "09:36",
            "open": 34.57,
            "high": 34.57,
            "low": 34.4,
            "close": 34.4,
            "amount_yi": 0.0189
          },
          {
            "time": "09:37",
            "open": 34.69,
            "high": 34.69,
            "low": 34.69,
            "close": 34.69,
            "amount_yi": 0.0284
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44490.52,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.69,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 33.95,
        "open": 33.7,
        "high": 34.71,
        "low": 33.51,
        "bid1": 34.46,
        "ask1": 34.69,
        "bid_qty1": 5,
        "ask_qty1": 64
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300403:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.300403:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300403",
      "name": "汉宇集团",
      "side": "BUY",
      "priority": "W86",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 9.45,
      "exec_low": 9.45,
      "exec_high": 9.59,
      "invalid_price": 9.17,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 9.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.31,
      "entry_zone_high": 9.59,
      "entry_risk_pct": 4.2797,
      "intraday_vwap": 9.6472,
      "price_vs_vwap_pct": -0.9039,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1356,
        "prev_amount_yi": 0.1548,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.876,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 9.72,
            "high": 9.72,
            "low": 9.68,
            "close": 9.68,
            "amount_yi": 0.0668
          },
          {
            "time": "09:34",
            "open": 9.71,
            "high": 9.71,
            "low": 9.7,
            "close": 9.7,
            "amount_yi": 0.0204
          },
          {
            "time": "09:35",
            "open": 9.67,
            "high": 9.67,
            "low": 9.65,
            "close": 9.65,
            "amount_yi": 0.0201
          },
          {
            "time": "09:36",
            "open": 9.66,
            "high": 9.66,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0231
          },
          {
            "time": "09:37",
            "open": 9.56,
            "high": 9.56,
            "low": 9.56,
            "close": 9.56,
            "amount_yi": 0.0052
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44490.52,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.56,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 9.42,
        "open": 9.35,
        "high": 9.84,
        "low": 9.33,
        "bid1": 9.56,
        "ask1": 9.58,
        "bid_qty1": 10,
        "ask_qty1": 55
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300680:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300680:VWAP_RECLAIM",
      "symbol": "SZSE.300680",
      "name": "隆盛科技",
      "side": "BUY",
      "priority": "W87",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.07,
      "exec_low": 23.42,
      "exec_high": 23.42,
      "invalid_price": 22.38,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 23.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.72,
      "entry_zone_high": 23.42,
      "entry_risk_pct": null,
      "intraday_vwap": 23.0178,
      "price_vs_vwap_pct": -0.729,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1376,
        "prev_amount_yi": 0.1116,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.233,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 23.21,
            "high": 23.21,
            "low": 23.18,
            "close": 23.18,
            "amount_yi": 0.0456
          },
          {
            "time": "09:34",
            "open": 23.14,
            "high": 23.14,
            "low": 23.07,
            "close": 23.07,
            "amount_yi": 0.0212
          },
          {
            "time": "09:35",
            "open": 23.05,
            "high": 23.05,
            "low": 22.92,
            "close": 22.92,
            "amount_yi": 0.0226
          },
          {
            "time": "09:36",
            "open": 22.92,
            "high": 22.92,
            "low": 22.9,
            "close": 22.9,
            "amount_yi": 0.0333
          },
          {
            "time": "09:37",
            "open": 22.85,
            "high": 22.85,
            "low": 22.85,
            "close": 22.85,
            "amount_yi": 0.0149
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.85,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 22.72,
        "open": 22.71,
        "high": 23.3,
        "low": 22.6,
        "bid1": 22.83,
        "ask1": 22.85,
        "bid_qty1": 16,
        "ask_qty1": 0
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.001306:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.001306:VWAP_RECLAIM",
      "symbol": "SZSE.001306",
      "name": "夏厦精密",
      "side": "BUY",
      "priority": "W88",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 55.1,
      "exec_low": 55.93,
      "exec_high": 55.93,
      "invalid_price": 53.45,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 56.75,
      "max_chase_pct": 1.5,
      "base_exec_high": 55.93,
      "dynamic_exec_high": null,
      "entry_zone_low": 54.27,
      "entry_zone_high": 55.93,
      "entry_risk_pct": null,
      "intraday_vwap": 55.8982,
      "price_vs_vwap_pct": -1.4458,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0343,
        "prev_amount_yi": 0.0398,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8618,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 56.24,
            "high": 56.55,
            "low": 56.24,
            "close": 56.55,
            "amount_yi": 0.0166
          },
          {
            "time": "09:34",
            "open": 56.2,
            "high": 56.2,
            "low": 56.07,
            "close": 56.07,
            "amount_yi": 0.0043
          },
          {
            "time": "09:35",
            "open": 55.86,
            "high": 55.86,
            "low": 55.57,
            "close": 55.57,
            "amount_yi": 0.0021
          },
          {
            "time": "09:36",
            "open": 55.43,
            "high": 55.43,
            "low": 55.23,
            "close": 55.23,
            "amount_yi": 0.0062
          },
          {
            "time": "09:37",
            "open": 55.09,
            "high": 55.09,
            "low": 55.09,
            "close": 55.09,
            "amount_yi": 0.0051
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 55.09,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 54.57,
        "open": 55.0,
        "high": 57.14,
        "low": 54.5,
        "bid1": 55.06,
        "ask1": 55.09,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.600699:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.600699:VWAP_RECLAIM",
      "symbol": "SHSE.600699",
      "name": "均胜电子",
      "side": "BUY",
      "priority": "W89",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 21.99,
      "exec_low": 22.32,
      "exec_high": 22.32,
      "invalid_price": 21.33,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 22.65,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.32,
      "dynamic_exec_high": null,
      "entry_zone_low": 21.66,
      "entry_zone_high": 22.32,
      "entry_risk_pct": null,
      "intraday_vwap": 21.7181,
      "price_vs_vwap_pct": -0.774,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4233,
        "prev_amount_yi": 0.3296,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2843,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 21.73,
            "high": 21.73,
            "low": 21.7,
            "close": 21.7,
            "amount_yi": 0.1227
          },
          {
            "time": "09:34",
            "open": 21.74,
            "high": 21.77,
            "low": 21.74,
            "close": 21.77,
            "amount_yi": 0.0672
          },
          {
            "time": "09:35",
            "open": 21.73,
            "high": 21.75,
            "low": 21.73,
            "close": 21.75,
            "amount_yi": 0.0658
          },
          {
            "time": "09:36",
            "open": 21.7,
            "high": 21.75,
            "low": 21.7,
            "close": 21.75,
            "amount_yi": 0.1042
          },
          {
            "time": "09:37",
            "open": 21.55,
            "high": 21.55,
            "low": 21.55,
            "close": 21.55,
            "amount_yi": 0.0634
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.55,
        "ts": "2026-07-01T09:37:16",
        "prev_close": 21.61,
        "open": 21.56,
        "high": 21.91,
        "low": 21.46,
        "bid1": 21.55,
        "ask1": 21.57,
        "bid_qty1": 16,
        "ask_qty1": 70
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300258:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300258:VWAP_RECLAIM",
      "symbol": "SZSE.300258",
      "name": "精锻科技",
      "side": "BUY",
      "priority": "W90",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.06,
      "exec_low": 11.23,
      "exec_high": 11.23,
      "invalid_price": 10.73,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 11.39,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.23,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.89,
      "entry_zone_high": 11.23,
      "entry_risk_pct": 4.3672,
      "intraday_vwap": 11.2428,
      "price_vs_vwap_pct": -0.3807,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1036,
        "prev_amount_yi": 0.1107,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9359,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 11.3,
            "high": 11.33,
            "low": 11.3,
            "close": 11.33,
            "amount_yi": 0.0198
          },
          {
            "time": "09:34",
            "open": 11.3,
            "high": 11.32,
            "low": 11.3,
            "close": 11.32,
            "amount_yi": 0.022
          },
          {
            "time": "09:35",
            "open": 11.29,
            "high": 11.29,
            "low": 11.29,
            "close": 11.29,
            "amount_yi": 0.0342
          },
          {
            "time": "09:36",
            "open": 11.23,
            "high": 11.23,
            "low": 11.22,
            "close": 11.22,
            "amount_yi": 0.0104
          },
          {
            "time": "09:37",
            "open": 11.2,
            "high": 11.2,
            "low": 11.2,
            "close": 11.2,
            "amount_yi": 0.0172
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44490.52,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.2,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 11.03,
        "open": 11.0,
        "high": 11.41,
        "low": 10.98,
        "bid1": 11.2,
        "ask1": 11.22,
        "bid_qty1": 3,
        "ask_qty1": 18
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300432:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300432:VWAP_RECLAIM",
      "symbol": "SZSE.300432",
      "name": "富临精工",
      "side": "BUY",
      "priority": "W91",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 20.3,
      "exec_low": 20.6,
      "exec_high": 20.6,
      "invalid_price": 19.69,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 20.91,
      "max_chase_pct": 1.5,
      "base_exec_high": 20.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.0,
      "entry_zone_high": 20.6,
      "entry_risk_pct": null,
      "intraday_vwap": 19.6655,
      "price_vs_vwap_pct": -0.8416,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6069,
        "prev_amount_yi": 0.4615,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3151,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 19.56,
            "high": 19.56,
            "low": 19.5,
            "close": 19.5,
            "amount_yi": 0.1361
          },
          {
            "time": "09:34",
            "open": 19.5,
            "high": 19.53,
            "low": 19.5,
            "close": 19.53,
            "amount_yi": 0.1516
          },
          {
            "time": "09:35",
            "open": 19.44,
            "high": 19.45,
            "low": 19.44,
            "close": 19.45,
            "amount_yi": 0.1939
          },
          {
            "time": "09:36",
            "open": 19.46,
            "high": 19.46,
            "low": 19.46,
            "close": 19.46,
            "amount_yi": 0.0706
          },
          {
            "time": "09:37",
            "open": 19.5,
            "high": 19.5,
            "low": 19.5,
            "close": 19.5,
            "amount_yi": 0.0547
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.5,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 20.09,
        "open": 20.09,
        "high": 20.1,
        "low": 19.4,
        "bid1": 19.5,
        "ask1": 19.51,
        "bid_qty1": 20,
        "ask_qty1": 12
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688048:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SHSE.688048:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688048",
      "name": "长光华芯",
      "side": "BUY",
      "priority": "W92",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 7.8913,
        "prev_amount_yi": 6.5577,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2034,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 490.1,
            "high": 490.1,
            "low": 486.24,
            "close": 486.24,
            "amount_yi": 1.927
          },
          {
            "time": "09:34",
            "open": 480.0,
            "high": 482.14,
            "low": 480.0,
            "close": 482.14,
            "amount_yi": 2.2824
          },
          {
            "time": "09:35",
            "open": 486.48,
            "high": 486.48,
            "low": 482.2,
            "close": 482.2,
            "amount_yi": 1.4505
          },
          {
            "time": "09:36",
            "open": 479.33,
            "high": 479.61,
            "low": 479.33,
            "close": 479.61,
            "amount_yi": 1.3864
          },
          {
            "time": "09:37",
            "open": 478.03,
            "high": 478.03,
            "low": 478.03,
            "close": 478.03,
            "amount_yi": 0.845
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 478.03,
        "ts": "2026-07-01T09:37:14",
        "prev_close": 502.0,
        "open": 504.0,
        "high": 509.11,
        "low": 477.77,
        "bid1": 477.99,
        "ask1": 478.03,
        "bid_qty1": 3,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002475:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.002475:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002475",
      "name": "立讯精密",
      "side": "BUY",
      "priority": "W93",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 70.88,
      "exec_low": 70.88,
      "exec_high": 71.94,
      "invalid_price": 68.75,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 73.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 71.94,
      "dynamic_exec_high": null,
      "entry_zone_low": 69.82,
      "entry_zone_high": 71.94,
      "entry_risk_pct": null,
      "intraday_vwap": 69.8118,
      "price_vs_vwap_pct": -1.1628,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 7.2044,
        "prev_amount_yi": 5.0963,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4137,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 69.96,
            "high": 69.96,
            "low": 69.54,
            "close": 69.54,
            "amount_yi": 1.6249
          },
          {
            "time": "09:34",
            "open": 69.46,
            "high": 69.99,
            "low": 69.46,
            "close": 69.99,
            "amount_yi": 1.7348
          },
          {
            "time": "09:35",
            "open": 69.71,
            "high": 69.71,
            "low": 69.42,
            "close": 69.42,
            "amount_yi": 1.1582
          },
          {
            "time": "09:36",
            "open": 69.4,
            "high": 69.4,
            "low": 69.07,
            "close": 69.07,
            "amount_yi": 1.257
          },
          {
            "time": "09:37",
            "open": 69.0,
            "high": 69.0,
            "low": 69.0,
            "close": 69.0,
            "amount_yi": 1.4295
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 69.0,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 70.4,
        "open": 70.4,
        "high": 70.77,
        "low": 68.92,
        "bid1": 68.99,
        "ask1": 69.0,
        "bid_qty1": 2,
        "ask_qty1": 1357
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300620:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300620:VWAP_RECLAIM",
      "symbol": "SZSE.300620",
      "name": "光库科技",
      "side": "BUY",
      "priority": "W94",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 381.8,
      "exec_low": 387.53,
      "exec_high": 387.53,
      "invalid_price": 370.35,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 393.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 387.53,
      "dynamic_exec_high": null,
      "entry_zone_low": 376.07,
      "entry_zone_high": 387.53,
      "entry_risk_pct": null,
      "intraday_vwap": 371.4794,
      "price_vs_vwap_pct": -0.4925,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.5411,
        "prev_amount_yi": 1.9008,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3369,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 374.0,
            "high": 374.0,
            "low": 373.54,
            "close": 373.54,
            "amount_yi": 0.5535
          },
          {
            "time": "09:34",
            "open": 372.84,
            "high": 373.53,
            "low": 372.84,
            "close": 373.53,
            "amount_yi": 0.4972
          },
          {
            "time": "09:35",
            "open": 372.89,
            "high": 372.89,
            "low": 370.26,
            "close": 370.26,
            "amount_yi": 0.3285
          },
          {
            "time": "09:36",
            "open": 371.3,
            "high": 371.3,
            "low": 370.29,
            "close": 370.29,
            "amount_yi": 0.6544
          },
          {
            "time": "09:37",
            "open": 369.65,
            "high": 369.65,
            "low": 369.65,
            "close": 369.65,
            "amount_yi": 0.5075
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 369.65,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 378.2,
        "open": 373.15,
        "high": 375.73,
        "low": 367.28,
        "bid1": 369.64,
        "ask1": 369.65,
        "bid_qty1": 6,
        "ask_qty1": 28
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688195:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.688195:VWAP_RECLAIM",
      "symbol": "SHSE.688195",
      "name": "腾景科技",
      "side": "BUY",
      "priority": "W95",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 195.28,
      "exec_low": 198.21,
      "exec_high": 198.21,
      "invalid_price": 189.42,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 201.14,
      "max_chase_pct": 1.5,
      "base_exec_high": 198.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 192.35,
      "entry_zone_high": 198.21,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8062,
        "prev_amount_yi": 0.5208,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.548,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 192.42,
            "high": 192.42,
            "low": 192.16,
            "close": 192.16,
            "amount_yi": 0.1457
          },
          {
            "time": "09:34",
            "open": 192.3,
            "high": 193.05,
            "low": 192.3,
            "close": 193.05,
            "amount_yi": 0.1582
          },
          {
            "time": "09:35",
            "open": 191.88,
            "high": 191.88,
            "low": 191.0,
            "close": 191.0,
            "amount_yi": 0.1321
          },
          {
            "time": "09:36",
            "open": 191.07,
            "high": 191.07,
            "low": 190.0,
            "close": 190.0,
            "amount_yi": 0.2402
          },
          {
            "time": "09:37",
            "open": 189.36,
            "high": 189.36,
            "low": 189.36,
            "close": 189.36,
            "amount_yi": 0.13
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 189.36,
        "ts": "2026-07-01T09:37:14",
        "prev_close": 192.58,
        "open": 191.13,
        "high": 193.99,
        "low": 189.0,
        "bid1": 189.36,
        "ask1": 189.88,
        "bid_qty1": 7,
        "ask_qty1": 24
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688313:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SHSE.688313:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688313",
      "name": "仕佳光子",
      "side": "BUY",
      "priority": "W96",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 191.6,
      "exec_low": 191.6,
      "exec_high": 194.47,
      "invalid_price": 185.85,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 197.35,
      "max_chase_pct": 1.5,
      "base_exec_high": 194.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 188.73,
      "entry_zone_high": 194.47,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.9842,
        "prev_amount_yi": 1.896,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5739,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 182.4,
            "high": 182.4,
            "low": 181.37,
            "close": 181.37,
            "amount_yi": 0.7831
          },
          {
            "time": "09:34",
            "open": 180.62,
            "high": 180.62,
            "low": 180.49,
            "close": 180.49,
            "amount_yi": 1.176
          },
          {
            "time": "09:35",
            "open": 181.9,
            "high": 182.2,
            "low": 181.9,
            "close": 182.2,
            "amount_yi": 0.4522
          },
          {
            "time": "09:36",
            "open": 182.9,
            "high": 182.9,
            "low": 182.35,
            "close": 182.35,
            "amount_yi": 0.3632
          },
          {
            "time": "09:37",
            "open": 181.1,
            "high": 181.1,
            "low": 181.1,
            "close": 181.1,
            "amount_yi": 0.2097
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 181.1,
        "ts": "2026-07-01T09:37:16",
        "prev_close": 184.65,
        "open": 181.55,
        "high": 183.97,
        "low": 180.11,
        "bid1": 181.1,
        "ask1": 181.12,
        "bid_qty1": 11,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300252:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300252:VWAP_RECLAIM",
      "symbol": "SZSE.300252",
      "name": "金信诺",
      "side": "BUY",
      "priority": "W97",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 17.49,
      "exec_low": 17.75,
      "exec_high": 17.75,
      "invalid_price": 16.97,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 18.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 17.23,
      "entry_zone_high": 17.75,
      "entry_risk_pct": null,
      "intraday_vwap": 17.3876,
      "price_vs_vwap_pct": -0.8489,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4106,
        "prev_amount_yi": 0.5443,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7544,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 17.38,
            "high": 17.39,
            "low": 17.38,
            "close": 17.39,
            "amount_yi": 0.1184
          },
          {
            "time": "09:34",
            "open": 17.36,
            "high": 17.43,
            "low": 17.36,
            "close": 17.43,
            "amount_yi": 0.0887
          },
          {
            "time": "09:35",
            "open": 17.42,
            "high": 17.42,
            "low": 17.27,
            "close": 17.27,
            "amount_yi": 0.071
          },
          {
            "time": "09:36",
            "open": 17.36,
            "high": 17.36,
            "low": 17.3,
            "close": 17.3,
            "amount_yi": 0.0943
          },
          {
            "time": "09:37",
            "open": 17.24,
            "high": 17.24,
            "low": 17.24,
            "close": 17.24,
            "amount_yi": 0.0382
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.24,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 17.25,
        "open": 17.2,
        "high": 17.58,
        "low": 17.15,
        "bid1": 17.2,
        "ask1": 17.22,
        "bid_qty1": 272,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000823:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.000823:VWAP_RECLAIM",
      "symbol": "SZSE.000823",
      "name": "超声电子",
      "side": "BUY",
      "priority": "W98",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 26.23,
      "exec_low": 26.62,
      "exec_high": 26.62,
      "invalid_price": 25.44,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 27.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.84,
      "entry_zone_high": 26.62,
      "entry_risk_pct": null,
      "intraday_vwap": 26.7738,
      "price_vs_vwap_pct": 3.4594,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.9541,
        "prev_amount_yi": 3.1779,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2442,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 26.83,
            "high": 26.83,
            "low": 26.7,
            "close": 26.7,
            "amount_yi": 1.0321
          },
          {
            "time": "09:34",
            "open": 26.64,
            "high": 26.64,
            "low": 26.64,
            "close": 26.64,
            "amount_yi": 0.563
          },
          {
            "time": "09:35",
            "open": 26.88,
            "high": 27.1,
            "low": 26.88,
            "close": 27.1,
            "amount_yi": 0.6667
          },
          {
            "time": "09:36",
            "open": 27.22,
            "high": 27.35,
            "low": 27.22,
            "close": 27.35,
            "amount_yi": 1.0493
          },
          {
            "time": "09:37",
            "open": 27.7,
            "high": 27.7,
            "low": 27.7,
            "close": 27.7,
            "amount_yi": 0.643
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.7,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 25.65,
        "open": 25.65,
        "high": 27.8,
        "low": 25.65,
        "bid1": 27.63,
        "ask1": 27.7,
        "bid_qty1": 78,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002222:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.002222:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002222",
      "name": "福晶科技",
      "side": "BUY",
      "priority": "W99",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 93.0,
      "exec_low": 93.0,
      "exec_high": 94.39,
      "invalid_price": 90.21,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "LED概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 95.79,
      "max_chase_pct": 1.5,
      "base_exec_high": 94.39,
      "dynamic_exec_high": null,
      "entry_zone_low": 91.61,
      "entry_zone_high": 94.39,
      "entry_risk_pct": null,
      "intraday_vwap": 91.0983,
      "price_vs_vwap_pct": -1.3813,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.9699,
        "prev_amount_yi": 1.2732,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5472,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 91.1,
            "high": 91.1,
            "low": 91.0,
            "close": 91.0,
            "amount_yi": 0.5306
          },
          {
            "time": "09:34",
            "open": 90.89,
            "high": 90.93,
            "low": 90.89,
            "close": 90.93,
            "amount_yi": 0.4033
          },
          {
            "time": "09:35",
            "open": 91.0,
            "high": 91.0,
            "low": 90.69,
            "close": 90.69,
            "amount_yi": 0.3479
          },
          {
            "time": "09:36",
            "open": 90.6,
            "high": 90.6,
            "low": 90.32,
            "close": 90.32,
            "amount_yi": 0.4313
          },
          {
            "time": "09:37",
            "open": 89.84,
            "high": 89.84,
            "low": 89.84,
            "close": 89.84,
            "amount_yi": 0.2568
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 89.84,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 92.28,
        "open": 92.0,
        "high": 92.16,
        "low": 89.73,
        "bid1": 89.73,
        "ask1": 89.85,
        "bid_qty1": 3,
        "ask_qty1": 56
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002472:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.002472:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002472",
      "name": "双环传动",
      "side": "BUY",
      "priority": "W100",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 43.0559,
      "price_vs_vwap_pct": 0.5669,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.0726,
        "prev_amount_yi": 3.1971,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9611,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 43.04,
            "high": 43.27,
            "low": 43.04,
            "close": 43.27,
            "amount_yi": 0.8415
          },
          {
            "time": "09:34",
            "open": 43.29,
            "high": 43.57,
            "low": 43.29,
            "close": 43.57,
            "amount_yi": 0.737
          },
          {
            "time": "09:35",
            "open": 43.5,
            "high": 43.58,
            "low": 43.5,
            "close": 43.58,
            "amount_yi": 0.8029
          },
          {
            "time": "09:36",
            "open": 43.49,
            "high": 43.49,
            "low": 43.38,
            "close": 43.38,
            "amount_yi": 0.4583
          },
          {
            "time": "09:37",
            "open": 43.3,
            "high": 43.3,
            "low": 43.3,
            "close": 43.3,
            "amount_yi": 0.2329
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 43.3,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 41.51,
        "open": 42.21,
        "high": 43.66,
        "low": 42.05,
        "bid1": 43.26,
        "ask1": 43.3,
        "bid_qty1": 26,
        "ask_qty1": 30
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.605208:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SHSE.605208:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.605208",
      "name": "永茂泰",
      "side": "BUY",
      "priority": "W101",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 16.3989,
      "price_vs_vwap_pct": 1.4092,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3006,
        "prev_amount_yi": 0.2849,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0551,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 16.3,
            "high": 16.35,
            "low": 16.3,
            "close": 16.35,
            "amount_yi": 0.0673
          },
          {
            "time": "09:34",
            "open": 16.5,
            "high": 16.52,
            "low": 16.5,
            "close": 16.52,
            "amount_yi": 0.0806
          },
          {
            "time": "09:35",
            "open": 16.59,
            "high": 16.59,
            "low": 16.58,
            "close": 16.58,
            "amount_yi": 0.0596
          },
          {
            "time": "09:36",
            "open": 16.53,
            "high": 16.53,
            "low": 16.53,
            "close": 16.53,
            "amount_yi": 0.0241
          },
          {
            "time": "09:37",
            "open": 16.63,
            "high": 16.63,
            "low": 16.63,
            "close": 16.63,
            "amount_yi": 0.069
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.63,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 15.95,
        "open": 16.61,
        "high": 16.65,
        "low": 16.12,
        "bid1": 16.62,
        "ask1": 16.63,
        "bid_qty1": 3,
        "ask_qty1": 25
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002921:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.002921:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002921",
      "name": "联诚精密",
      "side": "BUY",
      "priority": "W102",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 27.9209,
      "price_vs_vwap_pct": -1.5075,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2217,
        "prev_amount_yi": 0.4577,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4844,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 27.68,
            "high": 27.68,
            "low": 27.52,
            "close": 27.52,
            "amount_yi": 0.0599
          },
          {
            "time": "09:34",
            "open": 27.44,
            "high": 27.44,
            "low": 27.35,
            "close": 27.35,
            "amount_yi": 0.0622
          },
          {
            "time": "09:35",
            "open": 27.6,
            "high": 27.6,
            "low": 27.52,
            "close": 27.52,
            "amount_yi": 0.0555
          },
          {
            "time": "09:36",
            "open": 27.57,
            "high": 27.57,
            "low": 27.4,
            "close": 27.4,
            "amount_yi": 0.0291
          },
          {
            "time": "09:37",
            "open": 27.5,
            "high": 27.5,
            "low": 27.5,
            "close": 27.5,
            "amount_yi": 0.015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.5,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 27.34,
        "open": 28.23,
        "high": 28.69,
        "low": 27.3,
        "bid1": 27.47,
        "ask1": 27.5,
        "bid_qty1": 10,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000026:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.000026:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.000026",
      "name": "飞亚达",
      "side": "BUY",
      "priority": "W103",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 21.9004,
      "price_vs_vwap_pct": -1.2803,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1977,
        "prev_amount_yi": 0.4184,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4725,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 21.56,
            "high": 21.56,
            "low": 21.52,
            "close": 21.52,
            "amount_yi": 0.0488
          },
          {
            "time": "09:34",
            "open": 21.52,
            "high": 21.52,
            "low": 21.48,
            "close": 21.48,
            "amount_yi": 0.0603
          },
          {
            "time": "09:35",
            "open": 21.58,
            "high": 21.58,
            "low": 21.57,
            "close": 21.57,
            "amount_yi": 0.0376
          },
          {
            "time": "09:36",
            "open": 21.53,
            "high": 21.63,
            "low": 21.53,
            "close": 21.63,
            "amount_yi": 0.0342
          },
          {
            "time": "09:37",
            "open": 21.62,
            "high": 21.62,
            "low": 21.62,
            "close": 21.62,
            "amount_yi": 0.0168
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.62,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 21.54,
        "open": 22.26,
        "high": 22.45,
        "low": 21.44,
        "bid1": 21.61,
        "ask1": 21.62,
        "bid_qty1": 16,
        "ask_qty1": 17
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002833:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.002833:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002833",
      "name": "弘亚数控",
      "side": "BUY",
      "priority": "W104",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 19.1175,
      "price_vs_vwap_pct": 1.0069,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.235,
        "prev_amount_yi": 0.3528,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6661,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 19.0,
            "high": 19.0,
            "low": 18.91,
            "close": 18.91,
            "amount_yi": 0.0767
          },
          {
            "time": "09:34",
            "open": 18.91,
            "high": 19.07,
            "low": 18.91,
            "close": 19.07,
            "amount_yi": 0.0587
          },
          {
            "time": "09:35",
            "open": 19.19,
            "high": 19.19,
            "low": 19.19,
            "close": 19.19,
            "amount_yi": 0.0377
          },
          {
            "time": "09:36",
            "open": 19.2,
            "high": 19.29,
            "low": 19.2,
            "close": 19.29,
            "amount_yi": 0.0326
          },
          {
            "time": "09:37",
            "open": 19.31,
            "high": 19.31,
            "low": 19.31,
            "close": 19.31,
            "amount_yi": 0.0293
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.31,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 19.29,
        "open": 19.17,
        "high": 19.42,
        "low": 18.88,
        "bid1": 19.31,
        "ask1": 19.32,
        "bid_qty1": 7,
        "ask_qty1": 80
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002903:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.002903:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002903",
      "name": "宇环数控",
      "side": "BUY",
      "priority": "W105",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 46.505,
      "price_vs_vwap_pct": -1.1504,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4942,
        "prev_amount_yi": 0.5693,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8681,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 47.18,
            "high": 47.28,
            "low": 47.18,
            "close": 47.28,
            "amount_yi": 0.1995
          },
          {
            "time": "09:34",
            "open": 47.1,
            "high": 47.1,
            "low": 46.8,
            "close": 46.8,
            "amount_yi": 0.0749
          },
          {
            "time": "09:35",
            "open": 46.5,
            "high": 46.51,
            "low": 46.5,
            "close": 46.51,
            "amount_yi": 0.0581
          },
          {
            "time": "09:36",
            "open": 46.42,
            "high": 46.42,
            "low": 46.38,
            "close": 46.38,
            "amount_yi": 0.1127
          },
          {
            "time": "09:37",
            "open": 45.97,
            "high": 45.97,
            "low": 45.97,
            "close": 45.97,
            "amount_yi": 0.049
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 45.97,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 45.42,
        "open": 46.33,
        "high": 47.5,
        "low": 45.07,
        "bid1": 45.96,
        "ask1": 45.97,
        "bid_qty1": 1,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300382:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.300382:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300382",
      "name": "斯莱克",
      "side": "BUY",
      "priority": "W106",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 23.5,
      "exec_low": 23.5,
      "exec_high": 23.85,
      "invalid_price": 22.79,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 24.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.85,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.15,
      "entry_zone_high": 23.85,
      "entry_risk_pct": null,
      "intraday_vwap": 22.7705,
      "price_vs_vwap_pct": -0.5292,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5648,
        "prev_amount_yi": 0.6028,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.937,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 22.82,
            "high": 22.82,
            "low": 22.76,
            "close": 22.76,
            "amount_yi": 0.3126
          },
          {
            "time": "09:34",
            "open": 22.75,
            "high": 22.82,
            "low": 22.75,
            "close": 22.82,
            "amount_yi": 0.0733
          },
          {
            "time": "09:35",
            "open": 22.85,
            "high": 22.87,
            "low": 22.85,
            "close": 22.87,
            "amount_yi": 0.065
          },
          {
            "time": "09:36",
            "open": 22.84,
            "high": 22.84,
            "low": 22.81,
            "close": 22.81,
            "amount_yi": 0.0729
          },
          {
            "time": "09:37",
            "open": 22.65,
            "high": 22.65,
            "low": 22.65,
            "close": 22.65,
            "amount_yi": 0.041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.65,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 23.11,
        "open": 22.93,
        "high": 23.11,
        "low": 22.5,
        "bid1": 22.62,
        "ask1": 22.66,
        "bid_qty1": 10,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688556:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SHSE.688556:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688556",
      "name": "高测股份",
      "side": "BUY",
      "priority": "W107",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.69,
      "exec_low": 13.69,
      "exec_high": 13.9,
      "invalid_price": 13.28,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.1,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.9,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.48,
      "entry_zone_high": 13.9,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5973,
        "prev_amount_yi": 0.3383,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7656,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 13.2,
            "high": 13.2,
            "low": 13.17,
            "close": 13.17,
            "amount_yi": 0.0993
          },
          {
            "time": "09:34",
            "open": 13.06,
            "high": 13.06,
            "low": 13.06,
            "close": 13.06,
            "amount_yi": 0.1174
          },
          {
            "time": "09:35",
            "open": 13.04,
            "high": 13.04,
            "low": 13.03,
            "close": 13.03,
            "amount_yi": 0.1103
          },
          {
            "time": "09:36",
            "open": 13.01,
            "high": 13.05,
            "low": 13.01,
            "close": 13.05,
            "amount_yi": 0.1681
          },
          {
            "time": "09:37",
            "open": 12.96,
            "high": 12.96,
            "low": 12.96,
            "close": 12.96,
            "amount_yi": 0.1022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.96,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 13.28,
        "open": 13.4,
        "high": 13.4,
        "low": 12.95,
        "bid1": 12.94,
        "ask1": 12.95,
        "bid_qty1": 96,
        "ask_qty1": 105
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300488:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300488:VWAP_RECLAIM",
      "symbol": "SZSE.300488",
      "name": "恒锋工具",
      "side": "BUY",
      "priority": "W108",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 46.95,
      "exec_low": 47.65,
      "exec_high": 47.65,
      "invalid_price": 45.54,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 48.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 47.65,
      "dynamic_exec_high": null,
      "entry_zone_low": 46.25,
      "entry_zone_high": 47.65,
      "entry_risk_pct": null,
      "intraday_vwap": 46.3171,
      "price_vs_vwap_pct": -1.5482,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3096,
        "prev_amount_yi": 0.4188,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7393,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 46.91,
            "high": 46.91,
            "low": 46.47,
            "close": 46.47,
            "amount_yi": 0.0647
          },
          {
            "time": "09:34",
            "open": 46.57,
            "high": 46.57,
            "low": 46.27,
            "close": 46.27,
            "amount_yi": 0.0572
          },
          {
            "time": "09:35",
            "open": 46.2,
            "high": 46.2,
            "low": 46.09,
            "close": 46.09,
            "amount_yi": 0.0843
          },
          {
            "time": "09:36",
            "open": 45.89,
            "high": 45.89,
            "low": 45.65,
            "close": 45.65,
            "amount_yi": 0.059
          },
          {
            "time": "09:37",
            "open": 45.6,
            "high": 45.6,
            "low": 45.6,
            "close": 45.6,
            "amount_yi": 0.0444
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 45.6,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 46.83,
        "open": 46.0,
        "high": 47.2,
        "low": 45.01,
        "bid1": 45.53,
        "ask1": 45.6,
        "bid_qty1": 14,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.301398:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.301398:VWAP_RECLAIM",
      "symbol": "SZSE.301398",
      "name": "星源卓镁",
      "side": "BUY",
      "priority": "W109",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 35.74,
      "exec_low": 36.28,
      "exec_high": 36.28,
      "invalid_price": 34.67,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 36.81,
      "max_chase_pct": 1.5,
      "base_exec_high": 36.28,
      "dynamic_exec_high": null,
      "entry_zone_low": 35.2,
      "entry_zone_high": 36.28,
      "entry_risk_pct": null,
      "intraday_vwap": 35.2657,
      "price_vs_vwap_pct": -0.243,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0266,
        "prev_amount_yi": 0.0377,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7056,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 35.31,
            "high": 35.31,
            "low": 35.28,
            "close": 35.28,
            "amount_yi": 0.0078
          },
          {
            "time": "09:34",
            "open": 35.25,
            "high": 35.27,
            "low": 35.25,
            "close": 35.27,
            "amount_yi": 0.0044
          },
          {
            "time": "09:35",
            "open": 35.46,
            "high": 35.46,
            "low": 35.39,
            "close": 35.39,
            "amount_yi": 0.0073
          },
          {
            "time": "09:36",
            "open": 35.22,
            "high": 35.24,
            "low": 35.22,
            "close": 35.24,
            "amount_yi": 0.0041
          },
          {
            "time": "09:37",
            "open": 35.18,
            "high": 35.18,
            "low": 35.18,
            "close": 35.18,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.18,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 35.11,
        "open": 35.2,
        "high": 35.74,
        "low": 34.66,
        "bid1": 35.15,
        "ask1": 35.19,
        "bid_qty1": 2,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000887:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.000887:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000887",
      "name": "中鼎股份",
      "side": "BUY",
      "priority": "W110",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 18.38,
      "exec_low": 18.38,
      "exec_high": 18.66,
      "invalid_price": 17.83,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 18.93,
      "max_chase_pct": 1.5,
      "base_exec_high": 18.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.1,
      "entry_zone_high": 18.66,
      "entry_risk_pct": null,
      "intraday_vwap": 17.9638,
      "price_vs_vwap_pct": -0.6335,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2807,
        "prev_amount_yi": 0.287,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.978,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 18.03,
            "high": 18.08,
            "low": 18.03,
            "close": 18.08,
            "amount_yi": 0.0874
          },
          {
            "time": "09:34",
            "open": 18.04,
            "high": 18.04,
            "low": 18.02,
            "close": 18.02,
            "amount_yi": 0.0426
          },
          {
            "time": "09:35",
            "open": 17.96,
            "high": 17.97,
            "low": 17.96,
            "close": 17.97,
            "amount_yi": 0.0578
          },
          {
            "time": "09:36",
            "open": 17.97,
            "high": 17.97,
            "low": 17.92,
            "close": 17.92,
            "amount_yi": 0.0661
          },
          {
            "time": "09:37",
            "open": 17.85,
            "high": 17.85,
            "low": 17.85,
            "close": 17.85,
            "amount_yi": 0.0268
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.85,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 17.89,
        "open": 17.8,
        "high": 18.15,
        "low": 17.71,
        "bid1": 17.84,
        "ask1": 17.85,
        "bid_qty1": 8,
        "ask_qty1": 40
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002553:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002553:VWAP_RECLAIM",
      "symbol": "SZSE.002553",
      "name": "南方精工",
      "side": "BUY",
      "priority": "W111",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.1,
      "exec_low": 16.34,
      "exec_high": 16.34,
      "invalid_price": 15.62,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 16.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.34,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.86,
      "entry_zone_high": 16.34,
      "entry_risk_pct": null,
      "intraday_vwap": 16.1329,
      "price_vs_vwap_pct": -0.2659,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0545,
        "prev_amount_yi": 0.0545,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 16.21,
            "high": 16.21,
            "low": 16.2,
            "close": 16.2,
            "amount_yi": 0.0144
          },
          {
            "time": "09:34",
            "open": 16.19,
            "high": 16.19,
            "low": 16.19,
            "close": 16.19,
            "amount_yi": 0.0151
          },
          {
            "time": "09:35",
            "open": 16.13,
            "high": 16.13,
            "low": 16.1,
            "close": 16.1,
            "amount_yi": 0.01
          },
          {
            "time": "09:36",
            "open": 16.12,
            "high": 16.12,
            "low": 16.1,
            "close": 16.1,
            "amount_yi": 0.0085
          },
          {
            "time": "09:37",
            "open": 16.09,
            "high": 16.09,
            "low": 16.09,
            "close": 16.09,
            "amount_yi": 0.0065
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.09,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 15.99,
        "open": 16.03,
        "high": 16.24,
        "low": 15.91,
        "bid1": 16.09,
        "ask1": 16.12,
        "bid_qty1": 12,
        "ask_qty1": 34
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688280:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.688280:VWAP_RECLAIM",
      "symbol": "SHSE.688280",
      "name": "精进电动-W",
      "side": "BUY",
      "priority": "W112",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.49,
      "exec_low": 5.57,
      "exec_high": 5.57,
      "invalid_price": 5.33,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.65,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.57,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.41,
      "entry_zone_high": 5.57,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0498,
        "prev_amount_yi": 0.0215,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3163,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 5.51,
            "high": 5.55,
            "low": 5.51,
            "close": 5.55,
            "amount_yi": 0.0126
          },
          {
            "time": "09:34",
            "open": 5.54,
            "high": 5.54,
            "low": 5.52,
            "close": 5.52,
            "amount_yi": 0.0105
          },
          {
            "time": "09:35",
            "open": 5.53,
            "high": 5.53,
            "low": 5.5,
            "close": 5.5,
            "amount_yi": 0.0165
          },
          {
            "time": "09:36",
            "open": 5.48,
            "high": 5.48,
            "low": 5.47,
            "close": 5.47,
            "amount_yi": 0.0066
          },
          {
            "time": "09:37",
            "open": 5.46,
            "high": 5.46,
            "low": 5.46,
            "close": 5.46,
            "amount_yi": 0.0036
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.46,
        "ts": "2026-07-01T09:37:14",
        "prev_close": 5.49,
        "open": 5.46,
        "high": 5.56,
        "low": 5.45,
        "bid1": 5.45,
        "ask1": 5.46,
        "bid_qty1": 74,
        "ask_qty1": 433
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.301261:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.301261:VWAP_RECLAIM",
      "symbol": "SZSE.301261",
      "name": "恒工精密",
      "side": "BUY",
      "priority": "W113",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 78.66,
      "exec_low": 79.84,
      "exec_high": 79.84,
      "invalid_price": 76.3,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 81.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 79.84,
      "dynamic_exec_high": null,
      "entry_zone_low": 77.48,
      "entry_zone_high": 79.84,
      "entry_risk_pct": null,
      "intraday_vwap": 79.0765,
      "price_vs_vwap_pct": -1.5763,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1188,
        "prev_amount_yi": 0.144,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.825,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 79.52,
            "high": 79.67,
            "low": 79.52,
            "close": 79.67,
            "amount_yi": 0.0183
          },
          {
            "time": "09:34",
            "open": 79.37,
            "high": 79.4,
            "low": 79.37,
            "close": 79.4,
            "amount_yi": 0.0326
          },
          {
            "time": "09:35",
            "open": 79.22,
            "high": 79.22,
            "low": 78.92,
            "close": 78.92,
            "amount_yi": 0.0263
          },
          {
            "time": "09:36",
            "open": 78.56,
            "high": 78.56,
            "low": 78.19,
            "close": 78.19,
            "amount_yi": 0.0243
          },
          {
            "time": "09:37",
            "open": 77.83,
            "high": 77.83,
            "low": 77.83,
            "close": 77.83,
            "amount_yi": 0.0173
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 77.83,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 78.1,
        "open": 78.1,
        "high": 80.0,
        "low": 77.63,
        "bid1": 77.73,
        "ask1": 77.83,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603915:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.603915:VWAP_RECLAIM",
      "symbol": "SHSE.603915",
      "name": "国茂股份",
      "side": "BUY",
      "priority": "W114",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 14.44,
      "exec_low": 14.66,
      "exec_high": 14.66,
      "invalid_price": 14.01,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.87,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.22,
      "entry_zone_high": 14.66,
      "entry_risk_pct": null,
      "intraday_vwap": 14.4694,
      "price_vs_vwap_pct": -0.8252,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0661,
        "prev_amount_yi": 0.0844,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7832,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 14.49,
            "high": 14.58,
            "low": 14.49,
            "close": 14.58,
            "amount_yi": 0.0247
          },
          {
            "time": "09:34",
            "open": 14.58,
            "high": 14.58,
            "low": 14.56,
            "close": 14.56,
            "amount_yi": 0.0166
          },
          {
            "time": "09:35",
            "open": 14.51,
            "high": 14.51,
            "low": 14.44,
            "close": 14.44,
            "amount_yi": 0.0075
          },
          {
            "time": "09:36",
            "open": 14.43,
            "high": 14.43,
            "low": 14.39,
            "close": 14.39,
            "amount_yi": 0.0083
          },
          {
            "time": "09:37",
            "open": 14.35,
            "high": 14.35,
            "low": 14.35,
            "close": 14.35,
            "amount_yi": 0.009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.35,
        "ts": "2026-07-01T09:37:14",
        "prev_close": 14.19,
        "open": 14.27,
        "high": 14.6,
        "low": 14.19,
        "bid1": 14.33,
        "ask1": 14.34,
        "bid_qty1": 18,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002164:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002164:VWAP_RECLAIM",
      "symbol": "SZSE.002164",
      "name": "宁波东力",
      "side": "BUY",
      "priority": "W115",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.84,
      "exec_low": 12.02,
      "exec_high": 12.02,
      "invalid_price": 11.48,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.2,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.02,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.66,
      "entry_zone_high": 12.02,
      "entry_risk_pct": null,
      "intraday_vwap": 11.8034,
      "price_vs_vwap_pct": -0.7913,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0731,
        "prev_amount_yi": 0.0905,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8077,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 11.9,
            "high": 11.9,
            "low": 11.87,
            "close": 11.87,
            "amount_yi": 0.0151
          },
          {
            "time": "09:34",
            "open": 11.84,
            "high": 11.86,
            "low": 11.84,
            "close": 11.86,
            "amount_yi": 0.0211
          },
          {
            "time": "09:35",
            "open": 11.84,
            "high": 11.84,
            "low": 11.77,
            "close": 11.77,
            "amount_yi": 0.0131
          },
          {
            "time": "09:36",
            "open": 11.74,
            "high": 11.75,
            "low": 11.74,
            "close": 11.75,
            "amount_yi": 0.0143
          },
          {
            "time": "09:37",
            "open": 11.71,
            "high": 11.71,
            "low": 11.71,
            "close": 11.71,
            "amount_yi": 0.0095
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.71,
        "ts": "2026-07-01T09:37:15",
        "prev_close": 11.8,
        "open": 11.79,
        "high": 11.95,
        "low": 11.63,
        "bid1": 11.71,
        "ask1": 11.72,
        "bid_qty1": 160,
        "ask_qty1": 2
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603275:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.603275:VWAP_RECLAIM",
      "symbol": "SHSE.603275",
      "name": "众辰科技",
      "side": "BUY",
      "priority": "W116",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 38.29,
      "exec_low": 38.86,
      "exec_high": 38.86,
      "invalid_price": 37.14,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 39.44,
      "max_chase_pct": 1.5,
      "base_exec_high": 38.86,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.72,
      "entry_zone_high": 38.86,
      "entry_risk_pct": null,
      "intraday_vwap": 38.2676,
      "price_vs_vwap_pct": -0.8038,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0131,
        "prev_amount_yi": 0.0193,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6788,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 38.32,
            "high": 38.32,
            "low": 38.32,
            "close": 38.32,
            "amount_yi": 0.0033
          },
          {
            "time": "09:34",
            "open": 38.3,
            "high": 38.3,
            "low": 38.29,
            "close": 38.29,
            "amount_yi": 0.0008
          },
          {
            "time": "09:35",
            "open": 38.3,
            "high": 38.3,
            "low": 38.09,
            "close": 38.09,
            "amount_yi": 0.0034
          },
          {
            "time": "09:36",
            "open": 38.0,
            "high": 38.0,
            "low": 37.96,
            "close": 37.96,
            "amount_yi": 0.004
          },
          {
            "time": "09:37",
            "open": 37.96,
            "high": 37.96,
            "low": 37.96,
            "close": 37.96,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.96,
        "ts": "2026-07-01T09:37:16",
        "prev_close": 38.07,
        "open": 38.32,
        "high": 38.46,
        "low": 37.92,
        "bid1": 37.92,
        "ask1": 37.96,
        "bid_qty1": 5,
        "ask_qty1": 4
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.605389:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SHSE.605389:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.605389",
      "name": "长龄液压",
      "side": "BUY",
      "priority": "W117",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 97.01,
      "exec_low": 97.01,
      "exec_high": 98.47,
      "invalid_price": 94.1,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 99.92,
      "max_chase_pct": 1.5,
      "base_exec_high": 98.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 95.55,
      "entry_zone_high": 98.47,
      "entry_risk_pct": 3.852,
      "intraday_vwap": 97.422,
      "price_vs_vwap_pct": 0.2546,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1245,
        "prev_amount_yi": 0.0386,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.2254,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 96.89,
            "high": 97.35,
            "low": 96.89,
            "close": 97.35,
            "amount_yi": 0.0148
          },
          {
            "time": "09:34",
            "open": 97.46,
            "high": 97.8,
            "low": 97.46,
            "close": 97.8,
            "amount_yi": 0.0185
          },
          {
            "time": "09:35",
            "open": 97.88,
            "high": 97.88,
            "low": 97.66,
            "close": 97.66,
            "amount_yi": 0.0423
          },
          {
            "time": "09:36",
            "open": 97.74,
            "high": 98.2,
            "low": 97.74,
            "close": 98.2,
            "amount_yi": 0.0352
          },
          {
            "time": "09:37",
            "open": 97.67,
            "high": 97.67,
            "low": 97.67,
            "close": 97.67,
            "amount_yi": 0.0137
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44490.52,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 97.67,
        "ts": "2026-07-01T09:37:17",
        "prev_close": 96.0,
        "open": 96.55,
        "high": 98.34,
        "low": 96.0,
        "bid1": 97.54,
        "ask1": 97.87,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.301596:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.301596:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.301596",
      "name": "瑞迪智驱",
      "side": "BUY",
      "priority": "W118",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 50.87,
      "exec_low": 50.87,
      "exec_high": 51.63,
      "invalid_price": 49.34,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 52.4,
      "max_chase_pct": 1.5,
      "base_exec_high": 51.63,
      "dynamic_exec_high": null,
      "entry_zone_low": 50.11,
      "entry_zone_high": 51.63,
      "entry_risk_pct": null,
      "intraday_vwap": 51.5418,
      "price_vs_vwap_pct": -1.4392,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0668,
        "prev_amount_yi": 0.0665,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0045,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 51.94,
            "high": 52.36,
            "low": 51.94,
            "close": 52.36,
            "amount_yi": 0.0287
          },
          {
            "time": "09:34",
            "open": 52.08,
            "high": 52.08,
            "low": 52.0,
            "close": 52.0,
            "amount_yi": 0.0161
          },
          {
            "time": "09:35",
            "open": 51.75,
            "high": 51.75,
            "low": 51.54,
            "close": 51.54,
            "amount_yi": 0.0133
          },
          {
            "time": "09:36",
            "open": 51.36,
            "high": 51.36,
            "low": 51.06,
            "close": 51.06,
            "amount_yi": 0.0046
          },
          {
            "time": "09:37",
            "open": 50.8,
            "high": 50.8,
            "low": 50.8,
            "close": 50.8,
            "amount_yi": 0.0041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 50.8,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 50.4,
        "open": 50.08,
        "high": 52.4,
        "low": 50.08,
        "bid1": 50.82,
        "ask1": 50.93,
        "bid_qty1": 1,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300780:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300780:VWAP_RECLAIM",
      "symbol": "SZSE.300780",
      "name": "德恩精工",
      "side": "BUY",
      "priority": "W119",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 34.82,
      "exec_low": 35.34,
      "exec_high": 35.34,
      "invalid_price": 33.78,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 35.86,
      "max_chase_pct": 1.5,
      "base_exec_high": 35.34,
      "dynamic_exec_high": null,
      "entry_zone_low": 34.3,
      "entry_zone_high": 35.34,
      "entry_risk_pct": null,
      "intraday_vwap": 33.8631,
      "price_vs_vwap_pct": -0.5112,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2465,
        "prev_amount_yi": 0.2282,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0802,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 34.21,
            "high": 34.21,
            "low": 33.89,
            "close": 33.89,
            "amount_yi": 0.0844
          },
          {
            "time": "09:34",
            "open": 33.87,
            "high": 34.11,
            "low": 33.87,
            "close": 34.11,
            "amount_yi": 0.0635
          },
          {
            "time": "09:35",
            "open": 34.07,
            "high": 34.07,
            "low": 33.95,
            "close": 33.95,
            "amount_yi": 0.0316
          },
          {
            "time": "09:36",
            "open": 33.81,
            "high": 33.81,
            "low": 33.72,
            "close": 33.72,
            "amount_yi": 0.0352
          },
          {
            "time": "09:37",
            "open": 33.69,
            "high": 33.69,
            "low": 33.69,
            "close": 33.69,
            "amount_yi": 0.0318
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88981.04,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.69,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 34.06,
        "open": 33.61,
        "high": 34.6,
        "low": 33.33,
        "bid1": 33.68,
        "ask1": 33.75,
        "bid_qty1": 50,
        "ask_qty1": 8
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300236:CORE_TREND_TACTICAL_ADD:BUY",
      "plan_id": "20260630:SZSE.300236:CORE_TREND_TACTICAL_ADD",
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "side": "BUY",
      "priority": "ADD",
      "status": "OBSERVE",
      "template_key": "CORE_TREND_TACTICAL_ADD",
      "trigger_price": 133.77,
      "exec_low": 131.95,
      "exec_high": 134.94,
      "invalid_price": 130.43,
      "confirm_rule": "core_position_reclaims_vwap_after_intraday_flush",
      "cancel_rule": "lost_vwap_or_profit_below_threshold",
      "stale_after_sec": 20,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "position_sizing_no_room_or_cash",
      "qty": 0,
      "prev_close": 131.5,
      "theme": null,
      "decision": "position_add",
      "paper_scope": "position_add",
      "chase_ceiling": 134.94,
      "max_chase_pct": 0.8,
      "base_exec_high": 134.94,
      "dynamic_exec_high": 134.94,
      "entry_zone_low": 131.95,
      "entry_zone_high": 134.94,
      "entry_risk_pct": null,
      "intraday_vwap": 131.95,
      "price_vs_vwap_pct": 1.3827,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 25.0,
      "target_position_pct": 25.0,
      "target_amount": 277576.0,
      "current_position_value": 267540.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": 2000,
      "t0_protection_qty_cap": 2000,
      "ma5": null,
      "quote": {
        "last": 133.77,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 131.5,
        "open": 128.59,
        "high": 135.19,
        "low": 127.01,
        "bid1": 133.77,
        "ask1": 133.87,
        "bid_qty1": 6,
        "ask_qty1": 3
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 356438.0,
    "market_value": 753866.0,
    "total_value": 1110304.0,
    "unrealized_pnl": 98207.00000000001,
    "unrealized_pnl_pct_of_initial": 9.820700000000002,
    "realized_pnl": 12096.999999999985,
    "realized_pnl_pct_of_initial": 1.2096999999999987,
    "total_pnl": 110304.0,
    "total_pnl_pct": 11.030399999999997
  },
  "paper_positions": [
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 2000,
      "sellable_qty": 2000,
      "avg_cost": 110.65,
      "last_price": 133.77,
      "market_value": 267540.0,
      "unrealized_pnl": 46240.00000000001,
      "unrealized_pnl_pct": 20.89471305919566,
      "updated_at": "2026-07-01T09:37:18",
      "prev_close": 131.5,
      "holding_days": 10,
      "position_pct_of_total": 24.096103409516672
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 1800,
      "sellable_qty": 1600,
      "avg_cost": 83.20444444444445,
      "last_price": 109.22,
      "market_value": 196596.0,
      "unrealized_pnl": 46827.99999999999,
      "unrealized_pnl_pct": 31.267026334063353,
      "updated_at": "2026-07-01T09:37:18",
      "prev_close": 103.55,
      "holding_days": 6,
      "position_pct_of_total": 17.706502003055018
    },
    {
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "quantity": 19200,
      "sellable_qty": 0,
      "avg_cost": 3.42,
      "last_price": 3.54,
      "market_value": 67968.0,
      "unrealized_pnl": 2304.000000000002,
      "unrealized_pnl_pct": 3.5087719298245723,
      "updated_at": "2026-07-01T09:37:18",
      "prev_close": 3.35,
      "holding_days": null,
      "position_pct_of_total": 6.121566706055279
    },
    {
      "symbol": "SHSE.688150",
      "name": "莱特光电",
      "quantity": 900,
      "sellable_qty": 0,
      "avg_cost": 70.8,
      "last_price": 71.29,
      "market_value": 64161.00000000001,
      "unrealized_pnl": 441.0000000000082,
      "unrealized_pnl_pct": 0.6920903954802382,
      "updated_at": "2026-07-01T09:37:18",
      "prev_close": 68.62,
      "holding_days": null,
      "position_pct_of_total": 5.778687638700753
    },
    {
      "symbol": "SZSE.002979",
      "name": "雷赛智能",
      "quantity": 1100,
      "sellable_qty": 0,
      "avg_cost": 57.27,
      "last_price": 56.68,
      "market_value": 62348.0,
      "unrealized_pnl": -649.0000000000038,
      "unrealized_pnl_pct": -1.0302077876724325,
      "updated_at": "2026-07-01T09:37:18",
      "prev_close": 55.78,
      "holding_days": null,
      "position_pct_of_total": 5.615399025852379
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 500,
      "sellable_qty": 0,
      "avg_cost": 120.5,
      "last_price": 118.17,
      "market_value": 59085.0,
      "unrealized_pnl": -1164.999999999999,
      "unrealized_pnl_pct": -1.9336099585062216,
      "updated_at": "2026-07-01T09:37:18",
      "prev_close": 118.17,
      "holding_days": null,
      "position_pct_of_total": 5.321515548894718
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 800,
      "sellable_qty": 800,
      "avg_cost": 39.95,
      "last_price": 45.21,
      "market_value": 36168.0,
      "unrealized_pnl": 4207.999999999998,
      "unrealized_pnl_pct": 13.166458072590736,
      "updated_at": "2026-07-01T09:37:18",
      "prev_close": 45.6,
      "holding_days": 9,
      "position_pct_of_total": 3.2574862380032856
    }
  ],
  "paper_orders": [
    {
      "amount": 21288.0,
      "base_exec_high": 107.29,
      "cash_before_order": 630357.0,
      "chase_ceiling": null,
      "current_position_value": 169856.0,
      "decision": "position_add",
      "dynamic_exec_high": 107.29,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 2.5,
      "entry_zone_high": 107.29,
      "entry_zone_low": 105.65,
      "event_id": "20260630:20260701:SHSE.600584:POSITION_TREND_ADD:BUY",
      "exec_high": 107.29,
      "exec_low": 105.65,
      "intraday_vwap": 105.6491,
      "invalid_price": 103.51,
      "ma5": null,
      "max_chase_pct": 0.8,
      "minute_energy": null,
      "name": "长电科技",
      "paper_scope": "position_add",
      "participation_rate": null,
      "plan_date": "20260630",
      "plan_id": "20260630:SHSE.600584:POSITION_TREND_ADD",
      "price": 106.44,
      "price_vs_vwap_pct": 0.4836,
      "qty": 200,
      "quote_ask1": 106.44,
      "quote_ask_qty1": 3,
      "quote_bid1": 106.16,
      "quote_bid_qty1": 20,
      "quote_high": 106.5,
      "quote_last": 106.16,
      "quote_low": 105.36,
      "quote_open": 105.5,
      "quote_prev_close": 103.55,
      "quote_ts": "2026-07-01T09:30:25",
      "reason": "paper_fill_at_ask1",
      "sellable_qty_before_order": 1600,
      "side": "BUY",
      "sim_reason": "verified_profit_trend_add",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": 26.38,
      "status": "FILLED",
      "suggested_position_pct": 20.0,
      "symbol": "SHSE.600584",
      "t0_protection_qty_cap": 1600,
      "target_amount": 218118.6,
      "target_position_pct": 20.0,
      "template_key": "POSITION_TREND_ADD",
      "theme": null,
      "trade_date": "20260701",
      "trigger_price": 106.16,
      "ts": "2026-07-01T09:30:26",
      "id": 11
    },
    {
      "amount": 62997.0,
      "base_exec_high": 57.79,
      "cash_before_order": 609069.0,
      "chase_ceiling": 57.79,
      "current_position_value": 0.0,
      "decision": "active_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 4.959,
      "entry_zone_high": 56.95,
      "entry_zone_low": 55.27,
      "event_id": "20260630:20260701:SZSE.002979:SECOND_WAVE_BREAK_VWAP:BUY",
      "exec_high": 57.79,
      "exec_low": 56.11,
      "intraday_vwap": 56.3658,
      "invalid_price": 54.43,
      "ma5": null,
      "max_chase_pct": 3.0,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.15,
        "amount_yi": 0.4217,
        "bar_count": 3,
        "bars": [
          {
            "amount_yi": 0.2146,
            "close": 56.42,
            "high": 56.42,
            "low": 56.4,
            "open": 56.4,
            "time": "09:30"
          },
          {
            "amount_yi": 0.0832,
            "close": 56.41,
            "high": 56.41,
            "low": 56.41,
            "open": 56.41,
            "time": "09:31"
          },
          {
            "amount_yi": 0.1239,
            "close": 57.17,
            "high": 57.17,
            "low": 57.17,
            "open": 57.17,
            "time": "09:32"
          }
        ],
        "energy_ratio": null,
        "min_samples": 2,
        "passed": true,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "window_min": 3
      },
      "name": "雷赛智能",
      "paper_scope": "active",
      "participation_rate": null,
      "plan_date": "20260630",
      "plan_id": "20260630:SZSE.002979:SECOND_WAVE_BREAK_VWAP",
      "price": 57.27,
      "price_vs_vwap_pct": 1.4268,
      "qty": 1100,
      "quote_ask1": 57.27,
      "quote_ask_qty1": 1,
      "quote_bid1": 57.15,
      "quote_bid_qty1": 2,
      "quote_high": 57.3,
      "quote_last": 57.17,
      "quote_low": 55.82,
      "quote_open": 55.82,
      "quote_prev_close": 55.78,
      "quote_ts": "2026-07-01T09:31:57",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "slippage_bps": 206.74,
      "status": "FILLED",
      "suggested_position_pct": 12.0,
      "symbol": "SZSE.002979",
      "target_amount": 65921.94,
      "target_position_pct": 6.0,
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "theme": "机器人链 / 机器人概念",
      "trade_date": "20260701",
      "trigger_price": 56.11,
      "ts": "2026-07-01T09:32:00",
      "id": 12
    },
    {
      "amount": 40332.0,
      "base_exec_high": 134.87,
      "cash_before_order": 546072.0,
      "chase_ceiling": 136.87,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 4.1282,
      "entry_zone_high": 134.87,
      "entry_zone_low": 130.89,
      "event_id": "20260630:20260701:SHSE.688322:SECOND_WAVE_BREAK_VWAP:BUY",
      "exec_high": 134.87,
      "exec_low": 132.88,
      "intraday_vwap": null,
      "invalid_price": 128.89,
      "ma5": null,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.25,
        "amount_yi": 1.4792,
        "bar_count": 3,
        "bars": [
          {
            "amount_yi": 0.7929,
            "close": 132.5,
            "high": 132.63,
            "low": 132.5,
            "open": 132.63,
            "time": "09:30"
          },
          {
            "amount_yi": 0.4435,
            "close": 132.6,
            "high": 132.6,
            "low": 132.6,
            "open": 132.6,
            "time": "09:31"
          },
          {
            "amount_yi": 0.2428,
            "close": 134.36,
            "high": 134.36,
            "low": 134.36,
            "open": 134.36,
            "time": "09:32"
          }
        ],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": true,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "window_min": 5
      },
      "name": "奥比中光-W",
      "paper_scope": "conditional_watch",
      "participation_rate": null,
      "plan_date": "20260630",
      "plan_id": "20260630:SHSE.688322:SECOND_WAVE_BREAK_VWAP",
      "price": 134.44,
      "price_vs_vwap_pct": null,
      "qty": 300,
      "quote_ask1": 134.44,
      "quote_ask_qty1": 3,
      "quote_bid1": 134.36,
      "quote_bid_qty1": 3,
      "quote_high": 134.36,
      "quote_last": 134.36,
      "quote_low": 131.81,
      "quote_open": 132.5,
      "quote_prev_close": 130.55,
      "quote_ts": "2026-07-01T09:31:58",
      "reason": "shadow_paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "slippage_bps": 117.4,
      "status": "SHADOW_FILLED",
      "suggested_position_pct": 8.0,
      "symbol": "SHSE.688322",
      "target_amount": 43947.96,
      "target_position_pct": 4.0,
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "theme": "机器人链 / 人形机器人",
      "trade_date": "20260701",
      "trigger_price": 132.88,
      "ts": "2026-07-01T09:32:00",
      "id": 13
    },
    {
      "amount": 65664.0,
      "base_exec_high": 3.49,
      "cash_before_order": 546072.0,
      "chase_ceiling": 3.49,
      "current_position_value": 0.0,
      "decision": "active_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 3.8012,
      "entry_zone_high": 3.44,
      "entry_zone_low": 3.34,
      "event_id": "20260630:20260701:SZSE.000536:SECOND_WAVE_BREAK_VWAP:BUY",
      "exec_high": 3.49,
      "exec_low": 3.39,
      "intraday_vwap": 3.3334,
      "invalid_price": 3.29,
      "ma5": null,
      "max_chase_pct": 3.0,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.15,
        "amount_yi": 0.3622,
        "bar_count": 3,
        "bars": [
          {
            "amount_yi": 0.1503,
            "close": 3.33,
            "high": 3.33,
            "low": 3.29,
            "open": 3.29,
            "time": "09:30"
          },
          {
            "amount_yi": 0.0877,
            "close": 3.39,
            "high": 3.39,
            "low": 3.39,
            "open": 3.39,
            "time": "09:31"
          },
          {
            "amount_yi": 0.1242,
            "close": 3.41,
            "high": 3.41,
            "low": 3.38,
            "open": 3.38,
            "time": "09:32"
          }
        ],
        "energy_ratio": null,
        "min_samples": 2,
        "passed": true,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "window_min": 3
      },
      "name": "华映科技",
      "paper_scope": "active",
      "participation_rate": null,
      "plan_date": "20260630",
      "plan_id": "20260630:SZSE.000536:SECOND_WAVE_BREAK_VWAP",
      "price": 3.42,
      "price_vs_vwap_pct": 2.298,
      "qty": 19200,
      "quote_ask1": 3.42,
      "quote_ask_qty1": 952,
      "quote_bid1": 3.41,
      "quote_bid_qty1": 146,
      "quote_high": 3.43,
      "quote_last": 3.41,
      "quote_low": 3.26,
      "quote_open": 3.3,
      "quote_prev_close": 3.35,
      "quote_ts": "2026-07-01T09:32:30",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "slippage_bps": 88.5,
      "status": "FILLED",
      "suggested_position_pct": 12.0,
      "symbol": "SZSE.000536",
      "target_amount": 65908.02,
      "target_position_pct": 6.0,
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "theme": "显示面板链 / OLED",
      "trade_date": "20260701",
      "trigger_price": 3.39,
      "ts": "2026-07-01T09:32:33",
      "id": 14
    },
    {
      "amount": 60250.0,
      "base_exec_high": 124.12,
      "cash_before_order": 480408.0,
      "chase_ceiling": 124.12,
      "current_position_value": 0.0,
      "decision": "active_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 3.0041,
      "entry_zone_high": 122.31,
      "entry_zone_low": 118.69,
      "event_id": "20260630:20260701:SZSE.301696:SECOND_WAVE_BREAK_VWAP:BUY",
      "exec_high": 124.12,
      "exec_low": 120.5,
      "intraday_vwap": 119.1848,
      "invalid_price": 116.88,
      "ma5": null,
      "max_chase_pct": 3.0,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.15,
        "amount_yi": 0.3503,
        "bar_count": 3,
        "bars": [
          {
            "amount_yi": 0.1767,
            "close": 119.0,
            "high": 119.0,
            "low": 118.56,
            "open": 118.56,
            "time": "09:30"
          },
          {
            "amount_yi": 0.0433,
            "close": 118.58,
            "high": 118.58,
            "low": 118.58,
            "open": 118.58,
            "time": "09:31"
          },
          {
            "amount_yi": 0.1303,
            "close": 120.66,
            "high": 120.66,
            "low": 120.25,
            "open": 120.25,
            "time": "09:32"
          }
        ],
        "energy_ratio": null,
        "min_samples": 2,
        "passed": true,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "window_min": 3
      },
      "name": "三瑞智能",
      "paper_scope": "active",
      "participation_rate": null,
      "plan_date": "20260630",
      "plan_id": "20260630:SZSE.301696:SECOND_WAVE_BREAK_VWAP",
      "price": 120.5,
      "price_vs_vwap_pct": 1.2377,
      "qty": 500,
      "quote_ask1": 120.5,
      "quote_ask_qty1": 4,
      "quote_bid1": 120.43,
      "quote_bid_qty1": 6,
      "quote_high": 121.5,
      "quote_last": 120.66,
      "quote_low": 117.39,
      "quote_open": 118.35,
      "quote_prev_close": 118.17,
      "quote_ts": "2026-07-01T09:32:30",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "slippage_bps": 0.0,
      "status": "FILLED",
      "suggested_position_pct": 12.0,
      "symbol": "SZSE.301696",
      "target_amount": 65908.02,
      "target_position_pct": 6.0,
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "theme": "机器人链 / 减速器",
      "trade_date": "20260701",
      "trigger_price": 120.5,
      "ts": "2026-07-01T09:32:33",
      "id": 15
    },
    {
      "amount": 63720.0,
      "base_exec_high": 71.67,
      "cash_before_order": 420158.0,
      "chase_ceiling": 71.67,
      "current_position_value": 0.0,
      "decision": "active_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 4.6751,
      "entry_zone_high": 70.62,
      "entry_zone_low": 68.54,
      "event_id": "20260630:20260701:SHSE.688150:SECOND_WAVE_BREAK_VWAP:BUY",
      "exec_high": 71.67,
      "exec_low": 69.58,
      "intraday_vwap": null,
      "invalid_price": 67.49,
      "ma5": null,
      "max_chase_pct": 3.0,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.15,
        "amount_yi": 0.7563,
        "bar_count": 3,
        "bars": [
          {
            "amount_yi": 0.3024,
            "close": 68.86,
            "high": 69.68,
            "low": 68.86,
            "open": 69.68,
            "time": "09:30"
          },
          {
            "amount_yi": 0.0982,
            "close": 69.1,
            "high": 69.1,
            "low": 69.1,
            "open": 69.1,
            "time": "09:31"
          },
          {
            "amount_yi": 0.3557,
            "close": 70.8,
            "high": 70.8,
            "low": 69.57,
            "open": 69.57,
            "time": "09:32"
          }
        ],
        "energy_ratio": null,
        "min_samples": 2,
        "passed": true,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "window_min": 3
      },
      "name": "莱特光电",
      "paper_scope": "active",
      "participation_rate": null,
      "plan_date": "20260630",
      "plan_id": "20260630:SHSE.688150:SECOND_WAVE_BREAK_VWAP",
      "price": 70.8,
      "price_vs_vwap_pct": null,
      "qty": 900,
      "quote_ask1": 70.8,
      "quote_ask_qty1": 34,
      "quote_bid1": 70.79,
      "quote_bid_qty1": 10,
      "quote_high": 71.3,
      "quote_last": 70.8,
      "quote_low": 68.78,
      "quote_open": 71.01,
      "quote_prev_close": 68.62,
      "quote_ts": "2026-07-01T09:32:32",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "slippage_bps": 175.34,
      "status": "FILLED",
      "suggested_position_pct": 12.0,
      "symbol": "SHSE.688150",
      "target_amount": 65977.68,
      "target_position_pct": 6.0,
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "trade_date": "20260701",
      "trigger_price": 69.58,
      "ts": "2026-07-01T09:32:33",
      "id": 16
    }
  ],
  "orders_this_tick": [],
  "position_risk_events": [],
  "qfq_position_adjustments": [],
  "risk_orders_this_tick": [],
  "position_add_signals": [
    {
      "event_id": "20260630:20260701:SZSE.300236:CORE_TREND_TACTICAL_ADD:BUY",
      "plan_id": "20260630:SZSE.300236:CORE_TREND_TACTICAL_ADD",
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "side": "BUY",
      "priority": "ADD",
      "status": "OBSERVE",
      "template_key": "CORE_TREND_TACTICAL_ADD",
      "trigger_price": 133.77,
      "exec_low": 131.95,
      "exec_high": 134.94,
      "invalid_price": 130.43,
      "confirm_rule": "core_position_reclaims_vwap_after_intraday_flush",
      "cancel_rule": "lost_vwap_or_profit_below_threshold",
      "stale_after_sec": 20,
      "created_at": "2026-07-01T09:37:18",
      "sim_reason": "position_sizing_no_room_or_cash",
      "qty": 0,
      "prev_close": 131.5,
      "theme": null,
      "decision": "position_add",
      "paper_scope": "position_add",
      "chase_ceiling": 134.94,
      "max_chase_pct": 0.8,
      "base_exec_high": 134.94,
      "dynamic_exec_high": 134.94,
      "entry_zone_low": 131.95,
      "entry_zone_high": 134.94,
      "entry_risk_pct": null,
      "intraday_vwap": 131.95,
      "price_vs_vwap_pct": 1.3827,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 25.0,
      "target_position_pct": 25.0,
      "target_amount": 277576.0,
      "current_position_value": 267540.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": 2000,
      "t0_protection_qty_cap": 2000,
      "ma5": null,
      "quote": {
        "last": 133.77,
        "ts": "2026-07-01T09:37:12",
        "prev_close": 131.5,
        "open": 128.59,
        "high": 135.19,
        "low": 127.01,
        "bid1": 133.77,
        "ask1": 133.87,
        "bid_qty1": 6,
        "ask_qty1": 3
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "quote_stale_lock": false
    }
  ],
  "position_add_orders_this_tick": [],
  "position_sizing": {
    "enabled": true,
    "active_target_pct": 0.15,
    "position_add_target_pct": 0.08,
    "shadow_active_target_pct": 10.0,
    "watch_target_pct": 0.08,
    "max_single_position_pct": 0.2,
    "max_shadow_single_position_pct": 20.0,
    "max_total_position_pct": 45.0,
    "max_shadow_total_position_pct": 45.0,
    "base_max_total_position_pct": 90.0,
    "base_max_shadow_total_position_pct": 45.0,
    "dynamic_total_position_sizing_enabled": true,
    "dynamic_total_cap_regime": "STRUCTURAL_HOTSPOT",
    "dynamic_total_cap_reason": "结构性强行情，仅热点主题内按 Strict Gate 入场，总仓降档",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "STRUCTURAL_HOTSPOT",
      "reason": "结构性强行情，仅热点主题内按 Strict Gate 入场，总仓降档",
      "base_total_position_pct": 90.0,
      "base_shadow_total_position_pct": 45.0,
      "effective_total_position_pct": 45.0,
      "effective_shadow_total_position_pct": 45.0,
      "defensive_total_position_pct": 45.0,
      "warm_total_position_pct": 70.0,
      "hot_total_position_pct": 90.0,
      "defensive_shadow_total_position_pct": 25.0,
      "warm_shadow_total_position_pct": 55.0,
      "hot_shadow_total_position_pct": 65.0,
      "checks": {
        "pool_up_ratio": 0.0,
        "active_up_ratio": 0.0,
        "active_above_vwap": 0,
        "active_positive_min": 1,
        "active_total": 0,
        "sample_total": 0,
        "market_gate_passed": true,
        "market_gate_reason": "structural_hotspot_hot_theme_entry_only",
        "intraday_style_gate": {
          "enabled": true,
          "style_code": "STRUCTURAL_HOTSPOT",
          "label": "结构性热点确认：热点内 Strict Gate",
          "entry_policy": "hot_theme_strict_gate",
          "official_buy_allowed": true,
          "reason": "structural_hotspot_confirmed_hot_theme_only",
          "pool_up_ratio": 0.4812,
          "active_up_ratio": 0.5385,
          "active_positive": 7,
          "active_positive_min": 1,
          "active_above_vwap": 6,
          "active_total": 13,
          "sample_total": 133,
          "dominant_theme": "显示面板链 / MiniLED",
          "dominant_theme_share": 0.4113,
          "dominant_theme_basis": "amount",
          "official_symbol_whitelist": [],
          "structural_hot_themes": [
            {
              "theme": "显示面板链 / OLED",
              "count": 3,
              "top_symbols": [
                "SZSE.300566",
                "SZSE.000536",
                "SHSE.603212"
              ],
              "top_return_pct": 9.9594
            },
            {
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "count": 2,
              "top_symbols": [
                "SZSE.300331",
                "SHSE.688328"
              ],
              "top_return_pct": 5.6532
            }
          ],
          "structural_symbol_whitelist": [
            "SZSE.000536",
            "SZSE.003015"
          ],
          "clustered_core_priority_ceiling": 8,
          "position_cap_pct": 55.0,
          "sample_rows": [
            {
              "symbol": "SZSE.002273",
              "name": "水晶光电",
              "theme": "显示面板链 / 显示技术",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 10.005636978579503,
              "last": 39.03,
              "vwap": 39.03,
              "above_vwap": true,
              "amount": 313859745.0
            },
            {
              "symbol": "SZSE.300566",
              "name": "激智科技",
              "theme": "显示面板链 / OLED",
              "paper_scope": "active",
              "priority": 10,
              "ret_pct": 9.959404600811904,
              "last": 40.63,
              "vwap": 38.84690772318027,
              "above_vwap": true,
              "amount": 362002679.0
            },
            {
              "symbol": "SZSE.000823",
              "name": "超声电子",
              "theme": "AI算力链 / 光通信模块",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 7.992202729044839,
              "last": 27.7,
              "vwap": 26.773780311783486,
              "above_vwap": true,
              "amount": 743831842.0
            },
            {
              "symbol": "SZSE.300503",
              "name": "昊志机电",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 7.919826652221018,
              "last": 99.61,
              "vwap": 98.88570537712698,
              "above_vwap": true,
              "amount": 1466791445.0
            },
            {
              "symbol": "SZSE.300115",
              "name": "长盈精密",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 6.191839656406595,
              "last": 29.67,
              "vwap": 29.795523962112426,
              "above_vwap": false,
              "amount": 485378024.0
            },
            {
              "symbol": "SZSE.003021",
              "name": "兆威机电",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 5.907269605037224,
              "last": 92.51,
              "vwap": 92.47299314906685,
              "above_vwap": true,
              "amount": 156575272.0
            },
            {
              "symbol": "SZSE.000536",
              "name": "华映科技",
              "theme": "显示面板链 / OLED",
              "paper_scope": "active",
              "priority": 1,
              "ret_pct": 5.671641791044779,
              "last": 3.54,
              "vwap": 3.423624910906852,
              "above_vwap": true,
              "amount": 110959341.0
            },
            {
              "symbol": "SZSE.300331",
              "name": "苏大维格",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 5.6532133314582955,
              "last": 75.13,
              "vwap": 73.52994843227758,
              "above_vwap": true,
              "amount": 230994333.0
            },
            {
              "symbol": "SHSE.603212",
              "name": "赛伍技术",
              "theme": "显示面板链 / OLED",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 5.228758169934644,
              "last": 12.88,
              "vwap": 12.670776712260878,
              "above_vwap": true,
              "amount": 102268373.0
            },
            {
              "symbol": "SHSE.688328",
              "name": "深科达",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 5.141065830721003,
              "last": 100.62,
              "vwap": 98.85707517207264,
              "above_vwap": true,
              "amount": 284180282.0
            },
            {
              "symbol": "SZSE.300269",
              "name": "联建光电",
              "theme": "显示面板链 / MiniLED",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 4.900181488203281,
              "last": 5.78,
              "vwap": 5.751113205301715,
              "above_vwap": true,
              "amount": 207797497.0
            },
            {
              "symbol": "SZSE.002472",
              "name": "双环传动",
              "theme": "机器人链 / 减速器",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 4.312213924355568,
              "last": 43.3,
              "vwap": 43.055862939171476,
              "above_vwap": true,
              "amount": 656860245.0
            }
          ]
        }
      }
    },
    "cash_buffer_pct": 0.02
  },
  "position_risk_config": {
    "enabled": true,
    "stop_loss_pct": 3.0,
    "late_exit_loss_pct": 2.0,
    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
    "late_weak_exit": true,
    "qfq_cost_adjustment": true
  },
  "position_add_config": {
    "enabled": true,
    "min_profit_pct": 6.0,
    "target_pct": 0.08,
    "max_vwap_premium_pct": 8.0,
    "max_orders_per_day": 2,
    "before_time": "14:30"
  },
  "summary": {
    "active_contracts": 134,
    "active_plan_contracts": 13,
    "watch_candidate_contracts": 120,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 5,
    "filled_official_orders": 5,
    "position_add_signals": 1,
    "position_add_filled": 1,
    "filled_watch_orders": 1,
    "filled_shadow_orders": 1,
    "shadow_filled_orders": 1,
    "rejected_orders": 0,
    "unfilled_orders": 0,
    "risk_exit_signals": 0,
    "risk_exit_orders": 0,
    "risk_exit_filled": 0,
    "risk_exit_blocked_t1": 0,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": true,
    "preopen_strong_themes": 3
  }
}